+132.9%
PH vs SN
+397.9%
-265.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.0% |
| 7D | +2.0% | +7.2% | -5.2% | -0.3% |
| 30D | -3.7% | +20.4% | -24.1% | -9.5% |
| 3M | -14.0% | +23.9% | -37.9% | -20.2% |
| 6M | +2.1% | +93.0% | -90.9% | -19.3% |
| YTD | +5.1% | +99.2% | -94.2% | -18.6% |
| 1Y | +10.9% | +142.6% | -131.7% | -20.0% |
| 3Y | +132.9% | +398.8% | -265.8% | +32.5% |
| All | +132.9% | +397.9% | -265.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling