+129.8%
PM vs SNY
-9.6%
+139.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +4.7% | -3.3% | +8.0% | +5.2% |
| 30D | +2.6% | -2.2% | +4.8% | +2.9% |
| 3M | +6.6% | -3.0% | +9.6% | +7.0% |
| 6M | +16.5% | +2.7% | +13.8% | +16.1% |
| YTD | +21.2% | -6.8% | +28.0% | +22.2% |
| 1Y | +17.9% | -5.3% | +23.2% | +18.5% |
| 3Y | +129.8% | -9.8% | +139.6% | +131.4% |
| All | +129.8% | -9.6% | +139.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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