+119.6%
PM vs SN
+389.7%
-270.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -4.9% | -9.3% | +4.5% | -4.8% |
| 30D | -3.4% | -4.8% | +1.4% | -3.4% |
| 3M | +5.2% | +40.4% | -35.2% | +5.0% |
| 6M | +3.7% | +50.9% | -47.2% | +3.4% |
| YTD | +15.8% | +54.9% | -39.2% | +15.5% |
| 1Y | +17.4% | +43.0% | -25.7% | +17.0% |
| All | +119.6% | +389.7% | -270.0% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling