-95.5%
SNDQ vs PM
+16.2%
-111.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.2% | +5.8% | -0.8% |
| 7D | -20.4% | +1.9% | -22.3% | -24.9% |
| 30D | -54.5% | +1.9% | -56.4% | -57.7% |
| 3M | -79.1% | +4.6% | -83.7% | -77.3% |
| All | -95.5% | +16.2% | -111.7% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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 · Available span rolling