+168.1%
SO vs PR
+169.5%
-1.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.8% |
| 7D | -0.2% | +2.9% | -3.1% | -0.1% |
| 30D | -4.6% | +18.0% | -22.6% | -4.5% |
| 3M | -3.0% | +16.9% | -19.9% | -2.9% |
| 6M | -8.3% | +28.2% | -36.5% | -8.1% |
| YTD | +3.5% | +69.3% | -65.8% | +4.0% |
| 1Y | -0.9% | +69.5% | -70.4% | -0.5% |
| 3Y | +45.4% | +81.7% | -36.3% | +46.2% |
| 5Y | +59.6% | +422.2% | -362.6% | +63.2% |
| 10Y | +156.6% | +110.4% | +46.2% | +177.4% |
| All | +168.1% | +169.5% | -1.4% | +183.6% |
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