-29.8%
SYK vs PR
+76.5%
-106.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -1.9% |
| 7D | -12.3% | -0.2% | -12.2% | -12.3% |
| 30D | -22.4% | +10.4% | -32.9% | -21.9% |
| 3M | -12.3% | +21.1% | -33.5% | -11.4% |
| 6M | -24.3% | +28.8% | -53.1% | -23.7% |
| YTD | -22.8% | +71.8% | -94.6% | -23.0% |
| All | -29.8% | +76.5% | -106.4% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling