+110.7%
PBR vs SN
+447.8%
-337.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +5.4% | -7.3% | +12.6% | +5.9% |
| 30D | +22.9% | -13.6% | +36.5% | +24.0% |
| 3M | +19.6% | +18.6% | +1.0% | +17.3% |
| 6M | +16.5% | +46.0% | -29.5% | +11.5% |
| YTD | +86.7% | +43.7% | +43.0% | +78.5% |
| 1Y | +74.7% | +39.2% | +35.5% | +67.4% |
| 3Y | +102.6% | +306.5% | -203.9% | +69.3% |
| All | +110.7% | +447.8% | -337.2% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling