+17.9%
PG vs SNY
+1.8%
+16.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.3% |
| 7D | +4.1% | +8.8% | -4.7% | +1.2% |
| 30D | +13.3% | +18.6% | -5.2% | +7.4% |
| 3M | +14.6% | +9.7% | +4.9% | +11.0% |
| 6M | +17.0% | +8.2% | +8.8% | +13.8% |
| YTD | +20.0% | +2.2% | +17.8% | +18.0% |
| 1Y | +17.9% | +1.0% | +16.9% | +16.5% |
| All | +17.9% | +1.8% | +16.1% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling