+1.4%
PG vs SN
+490.7%
-489.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | +1.9% | -9.3% | +11.2% | +2.1% |
| 30D | -0.2% | -4.8% | +4.5% | -0.1% |
| 3M | +4.8% | +40.4% | -35.6% | +3.6% |
| 6M | -6.1% | +50.9% | -57.0% | -7.5% |
| YTD | +4.5% | +54.9% | -50.5% | +2.9% |
| 1Y | -5.3% | +43.0% | -48.3% | -6.6% |
| 3Y | +2.6% | +391.8% | -389.3% | -1.5% |
| All | +1.4% | +490.7% | -489.3% | -2.6% |
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 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