-1.3%
PG vs SNDQ
-76.8%
+75.5%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.2% | +1.4% |
| 7D | -0.8% | +11.6% | -12.4% | -1.2% |
| 30D | +0.8% | -45.1% | +45.9% | +2.4% |
| 3M | -1.3% | -68.6% | +67.3% | -2.1% |
| All | -1.3% | -76.8% | +75.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 3mo: compounded portfolio wealth divided by compounded SNDQ 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…
3mo analysis · Full analysis span regression · Available span rolling