+4,478.3%
PH vs SNY
+241.9%
+4,236.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -1.3% | -3.3% | +2.0% | +0.3% |
| 30D | -11.0% | -2.2% | -8.8% | -10.1% |
| 3M | +5.5% | -3.0% | +8.6% | +6.5% |
| 6M | +1.5% | +2.7% | -1.3% | -0.5% |
| YTD | +8.8% | -6.8% | +15.6% | +11.4% |
| 1Y | +24.5% | -5.3% | +29.7% | +26.0% |
| 3Y | +141.2% | -9.8% | +150.9% | +138.9% |
| 5Y | +256.3% | +9.7% | +246.6% | +210.8% |
| 10Y | +813.3% | +64.5% | +748.8% | +536.8% |
| All | +4,478.3% | +241.9% | +4,236.4% | +1,849.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling