+21.1%
PG vs SN
+109.3%
-88.2%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.9% |
| 7D | +2.7% | +1.5% | +1.1% | +2.5% |
| 30D | +9.2% | +21.5% | -12.3% | +8.0% |
| 3M | +18.5% | +20.0% | -1.6% | +17.2% |
| 6M | +21.1% | +119.9% | -98.9% | +16.3% |
| All | +21.1% | +109.3% | -88.2% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling