+226.4%
SYK vs PR
+159.2%
+67.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.9% |
| 7D | -6.1% | -0.5% | -5.7% | -6.1% |
| 30D | +12.8% | -4.6% | +17.4% | +13.0% |
| 3M | -8.1% | +4.7% | -12.8% | -8.6% |
| 6M | +13.5% | +12.4% | +1.0% | +12.3% |
| YTD | -8.5% | +62.9% | -71.4% | -11.7% |
| 1Y | -11.4% | +70.6% | -82.0% | -14.7% |
| 3Y | +20.0% | +90.0% | -70.0% | +13.9% |
| 5Y | +27.6% | +255.5% | -227.9% | +14.9% |
| 10Y | +222.6% | +78.7% | +143.9% | +181.5% |
| All | +226.4% | +159.2% | +67.2% | +198.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling