+920.5%
STM vs PR
+169.5%
+751.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +5.8% | +2.9% | +2.9% | +5.5% |
| 30D | -1.0% | +18.0% | -19.0% | -2.8% |
| 3M | -33.3% | +16.9% | -50.1% | -34.5% |
| 6M | +57.4% | +28.2% | +29.2% | +52.7% |
| YTD | +102.2% | +69.3% | +32.9% | +90.3% |
| 1Y | +99.6% | +69.5% | +30.1% | +87.5% |
| 3Y | +14.5% | +81.7% | -67.2% | +6.3% |
| 5Y | +21.4% | +422.2% | -400.9% | +1.5% |
| 10Y | +695.0% | +110.4% | +584.6% | +632.1% |
| All | +920.5% | +169.5% | +751.0% | +833.3% |
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