+219.8%
SYK vs PR
+164.4%
+55.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.1% |
| 7D | -6.8% | +6.7% | -13.5% | -7.1% |
| 30D | +10.6% | -6.1% | +16.7% | +10.8% |
| 3M | -9.7% | +6.9% | -16.6% | -10.3% |
| 6M | +6.7% | +14.6% | -7.9% | +5.5% |
| YTD | -10.4% | +66.1% | -76.5% | -13.5% |
| 1Y | -14.0% | +77.0% | -91.0% | -17.4% |
| 3Y | +17.6% | +93.8% | -76.2% | +11.5% |
| 5Y | +24.6% | +268.2% | -243.7% | +12.0% |
| 10Y | +216.1% | +82.3% | +133.8% | +175.6% |
| All | +219.8% | +164.4% | +55.4% | +192.3% |
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 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