+84.5%
PR vs SNY
+76.4%
+8.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +6.0% | +2.8% | +3.1% | +5.7% |
| 30D | -4.2% | +21.6% | -25.8% | -6.3% |
| 3M | +10.0% | +10.5% | -0.5% | +8.7% |
| 6M | +15.6% | +14.0% | +1.6% | +13.6% |
| YTD | +68.2% | +5.4% | +62.8% | +66.8% |
| 1Y | +79.2% | -2.5% | +81.7% | +79.5% |
| 3Y | +94.9% | +22.1% | +72.8% | +86.3% |
| 5Y | +272.8% | +18.0% | +254.7% | +251.7% |
| All | +84.5% | +76.4% | +8.1% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling