+125.8%
PM vs SN
+673.1%
-547.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -7.1% | +3.5% | -10.6% | -7.1% |
| 30D | -2.8% | +19.4% | -22.2% | -3.0% |
| 3M | +6.3% | +20.9% | -14.6% | +6.1% |
| 6M | +9.6% | +111.1% | -101.5% | +8.7% |
| YTD | +25.6% | +102.8% | -77.2% | +24.5% |
| 1Y | +29.7% | +146.2% | -116.5% | +28.1% |
| 3Y | +147.6% | +441.4% | -293.9% | +126.3% |
| All | +125.8% | +673.1% | -547.3% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling