+103.1%
SN vs PPG
+15.3%
+87.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.6% |
| 7D | +1.4% | -0.2% | +1.5% | +1.5% |
| 30D | +16.6% | +17.7% | -1.1% | +4.4% |
| 3M | +18.3% | +7.4% | +10.9% | +13.0% |
| 6M | +103.1% | +16.4% | +86.6% | +74.4% |
| All | +103.1% | +15.3% | +87.8% | +74.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling