+518.2%
PG vs SNY
+241.9%
+276.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | -1.3% | -3.0% | +1.7% | -0.7% |
| 6M | -3.8% | +2.7% | -6.6% | -4.7% |
| YTD | +3.6% | -6.8% | +10.5% | +5.2% |
| 1Y | -5.7% | -5.3% | -0.5% | -4.9% |
| 3Y | +1.6% | -9.8% | +11.4% | +1.8% |
| 5Y | +14.6% | +9.7% | +4.9% | +7.7% |
| 10Y | +121.2% | +64.5% | +56.7% | +83.9% |
| All | +518.2% | +241.9% | +276.2% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling