+778.2%
PM vs SNY
+168.8%
+609.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -1.2% | -3.6% | +2.5% | +0.1% |
| 30D | -0.2% | -1.4% | +1.3% | +0.3% |
| 3M | +4.9% | -4.2% | +9.1% | +6.4% |
| 6M | +9.0% | +2.0% | +7.1% | +7.9% |
| YTD | +17.8% | -6.7% | +24.5% | +20.1% |
| 1Y | +16.8% | -4.7% | +21.5% | +17.8% |
| 3Y | +125.4% | -8.1% | +133.6% | +123.1% |
| 5Y | +128.7% | +8.2% | +120.5% | +107.3% |
| 10Y | +211.8% | +64.8% | +147.0% | +132.5% |
| All | +778.2% | +168.8% | +609.4% | +351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling