+289.1%
SN vs PPG
-22.0%
+311.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | -7.3% | -6.2% | -1.0% | -2.6% |
| 30D | -13.6% | -7.9% | -5.7% | -8.0% |
| 3M | +18.6% | -10.2% | +28.8% | +28.1% |
| 6M | +46.0% | +2.7% | +43.3% | +41.7% |
| YTD | +43.7% | +4.9% | +38.8% | +34.9% |
| 1Y | +39.2% | -3.2% | +42.4% | +39.5% |
| 3Y | +306.5% | -17.0% | +323.5% | +333.5% |
| All | +289.1% | -22.0% | +311.1% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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