+138.3%
PH vs SN
+441.3%
-303.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +6.9% | +3.5% | +3.4% | +5.7% |
| 30D | +1.7% | +19.4% | -17.8% | -4.2% |
| 3M | -8.1% | +20.9% | -29.1% | -14.1% |
| 6M | +11.5% | +111.1% | -99.6% | -14.8% |
| YTD | +11.4% | +102.8% | -91.4% | -14.4% |
| 1Y | +14.1% | +146.2% | -132.1% | -18.4% |
| All | +138.3% | +441.3% | -303.0% | +29.6% |
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