+40.7%
SN vs PPG
-1.2%
+41.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -2.7% |
| 7D | -7.2% | -5.1% | -2.1% | -3.9% |
| 30D | -13.4% | -9.6% | -3.8% | -7.4% |
| 3M | +26.8% | -6.4% | +33.2% | +31.7% |
| 6M | +44.6% | +0.5% | +44.1% | +41.9% |
| YTD | +45.3% | +4.4% | +40.9% | +36.5% |
| All | +40.7% | -1.2% | +41.9% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling