+141.8%
PH vs SN
+650.0%
-508.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | +7.4% | +1.4% | +6.0% | +7.0% |
| 30D | +0.5% | +16.6% | -16.1% | -3.6% |
| 3M | -10.2% | +18.3% | -28.5% | -14.5% |
| 6M | +8.9% | +103.1% | -94.1% | -11.1% |
| YTD | +9.7% | +96.7% | -87.1% | -10.2% |
| 1Y | +12.8% | +134.3% | -121.5% | -12.1% |
| 3Y | +134.6% | +425.2% | -290.6% | +64.6% |
| All | +141.8% | +650.0% | -508.2% | +69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling