+127.6%
PM vs SN
+659.6%
-532.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -1.8% |
| 7D | -5.2% | +7.2% | -12.4% | -5.3% |
| 30D | +2.7% | +20.4% | -17.7% | +2.5% |
| 3M | +6.1% | +23.9% | -17.8% | +5.8% |
| 6M | +18.0% | +93.0% | -75.0% | +17.1% |
| YTD | +26.6% | +99.2% | -72.7% | +25.5% |
| 1Y | +36.7% | +142.6% | -105.9% | +35.1% |
| 3Y | +146.0% | +398.8% | -252.8% | +125.9% |
| All | +127.6% | +659.6% | -532.0% | +107.0% |
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