-95.5%
SNDQ vs PR
+16.8%
-112.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.6% | +8.1% |
| 7D | -20.4% | -0.2% | -20.2% | -20.5% |
| 30D | -54.5% | +10.4% | -64.9% | -52.6% |
| 3M | -79.1% | +21.1% | -100.2% | -78.9% |
| All | -95.5% | +16.8% | -112.3% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · Available span rolling