+542.7%
PBR vs SNY
+9.4%
+533.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +5.4% | -3.3% | +8.7% | +5.8% |
| 30D | +22.9% | -2.2% | +25.0% | +23.1% |
| 3M | +19.6% | -3.0% | +22.7% | +19.9% |
| 6M | +16.5% | +2.7% | +13.7% | +15.7% |
| YTD | +86.7% | -6.8% | +93.5% | +87.8% |
| 1Y | +74.7% | -5.3% | +80.0% | +75.2% |
| 3Y | +102.6% | -9.8% | +112.4% | +102.5% |
| All | +542.7% | +9.4% | +533.2% | +513.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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