+45.5%
PBR vs SN
+136.6%
-91.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.1% |
| 7D | -3.7% | +1.4% | -5.1% | -3.5% |
| 30D | -29.0% | +16.6% | -45.6% | -27.3% |
| 3M | +4.9% | +18.3% | -13.4% | +7.8% |
| 6M | -8.4% | +103.1% | -111.5% | -3.3% |
| YTD | +59.4% | +96.7% | -37.4% | +65.9% |
| 1Y | +45.5% | +134.3% | -88.9% | +52.3% |
| All | +45.5% | +136.6% | -91.1% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling