+66.7%
SNXX vs PPG
+15.2%
+51.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.0% | -20.7% | -19.7% |
| 7D | -47.8% | +7.5% | -55.2% | -52.0% |
| 30D | -66.0% | +20.9% | -86.9% | -72.4% |
| 3M | -57.5% | +8.7% | -66.2% | -61.5% |
| 6M | -66.7% | +23.8% | -90.6% | -74.2% |
| All | +66.7% | +15.2% | +51.5% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling