+167.6%
SYK vs PR
+87.0%
+80.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -12.3% | -0.2% | -12.2% | -12.3% |
| 30D | -22.4% | +10.4% | -32.9% | -22.9% |
| 3M | -12.3% | +21.1% | -33.5% | -13.5% |
| 6M | -24.3% | +28.8% | -53.1% | -25.7% |
| YTD | -22.8% | +71.8% | -94.6% | -25.6% |
| 1Y | -28.8% | +73.3% | -102.1% | -31.5% |
| 3Y | -4.0% | +85.9% | -89.9% | -8.7% |
| 5Y | +3.8% | +421.8% | -417.9% | -8.4% |
| All | +167.6% | +87.0% | +80.6% | +134.4% |
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