+183.3%
SO vs PR
+160.5%
+22.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.9% | -0.7% |
| 7D | +1.7% | -12.1% | +13.9% | +1.7% |
| 30D | +11.1% | +0.9% | +10.2% | +11.1% |
| 3M | +0.7% | +10.1% | -9.4% | +0.8% |
| 6M | -1.4% | +1.1% | -2.5% | -1.4% |
| YTD | +9.4% | +63.7% | -54.2% | +9.9% |
| 1Y | +3.7% | +87.0% | -83.3% | +4.3% |
| 3Y | +46.7% | +70.7% | -24.1% | +47.5% |
| 5Y | +78.9% | +246.8% | -167.9% | +81.7% |
| 10Y | +180.3% | +72.6% | +107.7% | +205.3% |
| All | +183.3% | +160.5% | +22.9% | +199.7% |
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