+13.4%
PG vs SNY
+9.4%
+3.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -3.3% | +2.5% | -0.1% |
| 30D | +0.8% | -2.2% | +3.0% | +1.3% |
| 3M | -1.3% | -3.0% | +1.7% | -0.8% |
| 6M | -3.8% | +2.7% | -6.6% | -4.4% |
| YTD | +3.6% | -6.8% | +10.5% | +4.8% |
| 1Y | -5.7% | -5.3% | -0.5% | -5.0% |
| 3Y | +1.6% | -9.8% | +11.4% | +2.2% |
| All | +13.4% | +9.4% | +3.9% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling