+454.9%
PNR vs SNY
+241.9%
+213.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -6.0% | -3.3% | -2.7% | -4.7% |
| 30D | -14.0% | -2.2% | -11.8% | -13.2% |
| 3M | -21.7% | -3.0% | -18.7% | -20.9% |
| 6M | -37.3% | +2.7% | -40.0% | -38.2% |
| YTD | -45.1% | -6.8% | -38.3% | -43.8% |
| 1Y | -49.1% | -5.3% | -43.9% | -48.5% |
| 3Y | -14.8% | -9.8% | -5.1% | -15.3% |
| 5Y | -21.0% | +9.7% | -30.7% | -29.7% |
| 10Y | +64.7% | +64.5% | +0.2% | +18.5% |
| All | +454.9% | +241.9% | +213.0% | +153.5% |
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