+2,463.2%
PBR vs SNY
+241.9%
+2,221.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +5.4% | -3.3% | +8.7% | +7.4% |
| 30D | +22.9% | -2.2% | +25.0% | +24.2% |
| 3M | +19.6% | -3.0% | +22.7% | +20.9% |
| 6M | +16.5% | +2.7% | +13.7% | +13.0% |
| YTD | +86.7% | -6.8% | +93.5% | +91.2% |
| 1Y | +74.7% | -5.3% | +80.0% | +75.8% |
| 3Y | +102.6% | -9.8% | +112.4% | +98.3% |
| 5Y | +566.6% | +9.7% | +556.9% | +444.9% |
| 10Y | +686.1% | +64.5% | +621.6% | +389.9% |
| All | +2,463.2% | +241.9% | +2,221.2% | +906.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling