+91.3%
PEP vs SNPS
+647.5%
-556.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +5.1% | -5.4% | -0.9% |
| 30D | +11.8% | -6.4% | +18.2% | +12.5% |
| 3M | +3.7% | +12.2% | -8.6% | +1.5% |
| 6M | -4.3% | -9.8% | +5.5% | -3.8% |
| YTD | +2.1% | -1.5% | +3.6% | +0.7% |
| 1Y | +2.5% | +16.0% | -13.5% | -1.6% |
| 3Y | -5.0% | -10.8% | +5.8% | -10.5% |
| 5Y | +2.9% | +33.3% | -30.5% | -16.0% |
| All | +91.3% | +647.5% | -556.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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 · 6 months rolling