+392.6%
STM vs PR
+66.0%
+326.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.2% |
| 7D | -10.7% | -16.4% | +5.7% | -9.0% |
| 30D | -25.7% | -1.9% | -23.8% | -25.6% |
| 3M | -21.6% | +8.0% | -29.5% | -22.3% |
| 6M | -27.8% | +4.1% | -31.9% | -28.4% |
| YTD | +61.8% | +58.7% | +3.1% | +53.1% |
| 1Y | +78.1% | +75.8% | +2.3% | +66.7% |
| 3Y | +4.9% | +73.2% | -68.3% | -2.1% |
| 5Y | -14.3% | +230.1% | -244.4% | -25.7% |
| All | +392.6% | +66.0% | +326.5% | +365.9% |
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