+77.1%
PBR vs SN
+673.1%
-596.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -9.1% | +3.5% | -12.6% | -9.3% |
| 30D | -29.9% | +19.4% | -49.3% | -30.7% |
| 3M | +2.3% | +20.9% | -18.6% | +1.0% |
| 6M | -10.9% | +111.1% | -122.0% | -16.6% |
| YTD | +56.9% | +102.8% | -45.9% | +46.6% |
| 1Y | +38.0% | +146.2% | -108.2% | +26.0% |
| 3Y | +64.8% | +441.4% | -376.6% | +34.8% |
| All | +77.1% | +673.1% | -596.1% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling