+134.5%
PH vs SN
+440.0%
-305.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.9% |
| 7D | +4.3% | +1.5% | +2.8% | +3.8% |
| 30D | +0.1% | +21.5% | -21.4% | -6.2% |
| 3M | -9.4% | +20.0% | -29.4% | -15.0% |
| 6M | +8.8% | +119.9% | -111.2% | -18.0% |
| YTD | +9.6% | +102.3% | -92.7% | -15.7% |
| 1Y | +14.4% | +148.0% | -133.5% | -18.4% |
| 3Y | +134.5% | +450.0% | -315.5% | +27.7% |
| All | +134.5% | +440.0% | -305.5% | +27.7% |
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 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