+144.9%
PM vs SN
+431.1%
-286.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | -6.6% | +7.6% | -14.2% | -6.6% |
| 30D | -3.4% | +22.4% | -25.9% | -3.4% |
| 3M | +5.3% | +21.7% | -16.3% | +5.3% |
| 6M | +15.5% | +102.8% | -87.3% | +15.8% |
| YTD | +24.3% | +102.4% | -78.2% | +24.6% |
| 1Y | +29.7% | +139.0% | -109.3% | +30.1% |
| 3Y | +144.9% | +440.4% | -295.5% | +117.4% |
| All | +144.9% | +431.1% | -286.2% | +117.4% |
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