+184.0%
SO vs PR
+147.8%
+36.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.2% |
| 7D | +0.4% | -16.5% | +16.9% | +0.2% |
| 30D | +9.2% | -4.5% | +13.8% | +9.2% |
| 3M | +1.1% | +8.5% | -7.5% | +1.2% |
| 6M | -1.1% | -3.3% | +2.3% | -1.1% |
| YTD | +9.7% | +55.7% | -46.0% | +10.1% |
| 1Y | +5.5% | +82.0% | -76.6% | +6.0% |
| 3Y | +47.0% | +62.5% | -15.4% | +47.8% |
| 5Y | +77.6% | +223.9% | -146.3% | +80.3% |
| 10Y | +181.0% | +64.2% | +116.8% | +205.9% |
| All | +184.0% | +147.8% | +36.2% | +200.3% |
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