+16.5%
SYK vs PR
+89.6%
-73.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.7% |
| 7D | -6.1% | -0.5% | -5.7% | -6.1% |
| 30D | +12.8% | -4.6% | +17.4% | +12.7% |
| 3M | -8.1% | +4.7% | -12.8% | -8.8% |
| 6M | +13.5% | +12.4% | +1.0% | +12.0% |
| YTD | -8.5% | +62.9% | -71.4% | -13.1% |
| 1Y | -11.4% | +70.6% | -82.0% | -16.3% |
| All | +16.5% | +89.6% | -73.1% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling