-5.4%
SYK vs PR
+84.2%
-89.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.4% |
| 7D | -11.8% | -0.8% | -10.9% | -11.8% |
| 30D | -20.4% | +11.3% | -31.6% | -20.9% |
| 3M | -12.1% | +24.1% | -36.1% | -13.4% |
| 6M | -24.3% | +25.4% | -49.7% | -25.8% |
| YTD | -21.2% | +71.2% | -92.4% | -25.1% |
| 1Y | -29.2% | +78.6% | -107.8% | -33.0% |
| All | -5.4% | +84.2% | -89.6% | -12.5% |
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