+309.7%
SN vs PPG
-20.8%
+330.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -1.5% |
| 7D | -3.4% | -3.7% | +0.3% | -0.6% |
| 30D | -9.1% | -7.2% | -1.9% | -3.7% |
| 3M | +31.8% | -7.3% | +39.1% | +38.8% |
| 6M | +52.0% | +0.3% | +51.8% | +50.1% |
| YTD | +51.3% | +6.5% | +44.8% | +40.4% |
| 1Y | +46.9% | +0.5% | +46.3% | +42.6% |
| 3Y | +394.9% | -15.3% | +410.2% | +419.5% |
| All | +309.7% | -20.8% | +330.4% | +346.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling