+141.2%
PH vs SNY
-9.6%
+150.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.3% | -3.3% | +2.0% | -0.8% |
| 30D | -11.0% | -2.2% | -8.8% | -10.7% |
| 3M | +5.5% | -3.0% | +8.6% | +5.9% |
| 6M | +1.5% | +2.7% | -1.3% | +1.0% |
| YTD | +8.8% | -6.8% | +15.6% | +9.7% |
| 1Y | +24.5% | -5.3% | +29.7% | +25.2% |
| 3Y | +141.2% | -9.8% | +150.9% | +142.4% |
| All | +141.2% | -9.6% | +150.8% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling