+122.1%
PM vs SN
+681.9%
-559.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.4% |
| 7D | -7.3% | +7.6% | -14.9% | -7.4% |
| 30D | -4.0% | +24.1% | -28.1% | -4.3% |
| 3M | +2.7% | +23.7% | -21.0% | +2.4% |
| 6M | +14.9% | +105.5% | -90.7% | +13.9% |
| YTD | +23.5% | +105.1% | -81.6% | +22.4% |
| 1Y | +30.4% | +148.3% | -117.9% | +28.8% |
| 3Y | +143.2% | +438.7% | -295.4% | +122.6% |
| All | +122.1% | +681.9% | -559.8% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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