+4.0%
SYK vs PR
+409.5%
-405.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -10.0% | -8.9% |
| 7D | -12.9% | -0.6% | -12.3% | -12.9% |
| 30D | -18.5% | +17.4% | -35.8% | -19.8% |
| 3M | -8.1% | +21.8% | -29.8% | -10.1% |
| 6M | -23.8% | +27.6% | -51.4% | -26.0% |
| YTD | -20.9% | +71.4% | -92.4% | -25.9% |
| 1Y | -29.0% | +78.3% | -107.3% | -33.9% |
| 3Y | -1.7% | +85.5% | -87.2% | -10.6% |
| 5Y | +4.0% | +422.7% | -418.7% | -18.3% |
| All | +4.0% | +409.5% | -405.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling