+107.0%
PBR vs SN
+496.6%
-389.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.5% |
| 7D | +2.5% | +0.1% | +2.3% | +2.5% |
| 30D | +19.4% | -5.6% | +25.0% | +19.8% |
| 3M | +20.8% | +48.1% | -27.3% | +16.1% |
| 6M | +23.5% | +57.6% | -34.2% | +17.6% |
| YTD | +83.4% | +56.5% | +26.9% | +74.4% |
| 1Y | +77.6% | +52.6% | +25.0% | +69.0% |
| 3Y | +99.9% | +412.0% | -312.1% | +64.7% |
| All | +107.0% | +496.6% | -389.7% | +71.6% |
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