+319.5%
SN vs PPG
-16.8%
+336.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -2.3% |
| 7D | -9.3% | -1.5% | -7.9% | -8.2% |
| 30D | -4.8% | -5.0% | +0.2% | -1.1% |
| 3M | +40.4% | +1.1% | +39.3% | +38.4% |
| 6M | +50.9% | -3.2% | +54.1% | +52.9% |
| YTD | +54.9% | +11.9% | +43.1% | +38.5% |
| 1Y | +43.0% | +5.3% | +37.7% | +34.0% |
| 3Y | +391.8% | -15.0% | +406.8% | +412.6% |
| All | +319.5% | -16.8% | +336.3% | +340.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling