+99.9%
PBR vs SN
+490.7%
-390.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +8.6% | -9.3% | +17.9% | +9.3% |
| 30D | +12.8% | -4.8% | +17.6% | +13.1% |
| 3M | +14.7% | +40.4% | -25.7% | +10.8% |
| 6M | +25.2% | +50.9% | -25.8% | +19.7% |
| YTD | +77.1% | +54.9% | +22.2% | +68.5% |
| 1Y | +69.6% | +43.0% | +26.5% | +62.6% |
| 3Y | +95.6% | +391.8% | -296.3% | +61.5% |
| All | +99.9% | +490.7% | -390.8% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling