-56.6%
SMR vs PR
+178.4%
-235.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -4.9% | -10.0% | -13.2% |
| 7D | -26.2% | -16.5% | -9.6% | -21.5% |
| 30D | -45.5% | -4.5% | -41.0% | -44.8% |
| 3M | -53.4% | +8.5% | -62.0% | -55.0% |
| 6M | -63.2% | -3.3% | -59.9% | -63.4% |
| YTD | -69.2% | +55.7% | -124.9% | -74.8% |
| 1Y | -88.5% | +82.0% | -170.5% | -91.2% |
| 3Y | +26.7% | +62.5% | -35.8% | -0.8% |
| All | -56.6% | +178.4% | -235.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling