+39.5%
PL vs SNY
+19.8%
+19.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +10.0% | +2.8% | +7.2% | +9.4% |
| 30D | -2.3% | +21.6% | -23.9% | -7.1% |
| 3M | -44.2% | +10.5% | -54.7% | -45.6% |
| 6M | -66.1% | +14.0% | -80.1% | -67.4% |
| YTD | -30.0% | +5.4% | -35.3% | -31.4% |
| 1Y | +21.0% | -2.5% | +23.5% | +21.3% |
| 3Y | +516.5% | +22.1% | +494.4% | +464.1% |
| 5Y | +32.0% | +18.0% | +14.0% | +14.7% |
| All | +39.5% | +19.8% | +19.7% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling