+125.6%
PM vs SN
+659.6%
-533.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +5.2% | +23.9% | -18.7% | +4.9% |
| 6M | +17.0% | +93.0% | -76.0% | +16.1% |
| YTD | +25.5% | +99.2% | -73.7% | +24.4% |
| 1Y | +35.5% | +142.6% | -107.1% | +33.9% |
| 3Y | +143.9% | +398.8% | -254.9% | +124.0% |
| All | +125.6% | +659.6% | -533.9% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling