+175.2%
SO vs PR
+66.0%
+109.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -1.5% | -16.4% | +14.9% | -1.6% |
| 30D | +8.1% | -1.9% | +10.0% | +8.1% |
| 3M | +0.2% | +8.0% | -7.7% | +0.3% |
| 6M | +0.4% | +4.1% | -3.7% | +0.4% |
| YTD | +8.5% | +58.7% | -50.2% | +8.9% |
| 1Y | +4.9% | +75.8% | -70.9% | +5.4% |
| 3Y | +47.9% | +73.2% | -25.3% | +48.7% |
| 5Y | +75.7% | +230.1% | -154.5% | +78.3% |
| All | +175.2% | +66.0% | +109.1% | +200.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling