+89.2%
PR vs SNY
-9.4%
+98.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -0.8% | -3.6% | +2.8% | -0.8% |
| 30D | +11.3% | -1.4% | +12.7% | +11.3% |
| 3M | +24.1% | -4.2% | +28.3% | +24.1% |
| 6M | +25.4% | +2.0% | +23.4% | +25.0% |
| YTD | +71.2% | -6.7% | +77.9% | +71.3% |
| 1Y | +78.6% | -4.7% | +83.3% | +78.6% |
| All | +89.2% | -9.4% | +98.6% | +84.2% |
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