+249.6%
PH vs SNY
+9.4%
+240.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.3% | -3.3% | +2.0% | -0.6% |
| 30D | -11.0% | -2.2% | -8.8% | -10.6% |
| 3M | +5.5% | -3.0% | +8.6% | +6.0% |
| 6M | +1.5% | +2.7% | -1.3% | +0.8% |
| YTD | +8.8% | -6.8% | +15.6% | +10.0% |
| 1Y | +24.5% | -5.3% | +29.7% | +25.3% |
| 3Y | +141.2% | -9.8% | +150.9% | +142.0% |
| All | +249.6% | +9.4% | +240.1% | +217.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling