+447.8%
SN vs PPG
-8.8%
+456.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.7% |
| 7D | +1.5% | +0.7% | +0.8% | +1.0% |
| 30D | +21.5% | +17.6% | +3.9% | +7.3% |
| 3M | +20.0% | +7.5% | +12.6% | +13.4% |
| 6M | +119.9% | +17.6% | +102.3% | +92.5% |
| YTD | +102.3% | +22.6% | +79.7% | +68.3% |
| 1Y | +148.0% | +28.0% | +120.0% | +99.1% |
| 3Y | +450.0% | +1.8% | +448.2% | +405.9% |
| All | +447.8% | -8.8% | +456.6% | +435.2% |
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