+86.1%
PL vs SNY
-4.6%
+90.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | -9.0% | -3.6% | -5.4% | -8.8% |
| 30D | -29.6% | -1.9% | -27.6% | -29.4% |
| 3M | -45.7% | -2.0% | -43.7% | -45.6% |
| 6M | -34.3% | +2.5% | -36.8% | -35.1% |
| YTD | -15.4% | -7.0% | -8.4% | -15.7% |
| 1Y | +86.1% | -4.4% | +90.5% | +78.6% |
| All | +86.1% | -4.6% | +90.6% | +78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling