+80.3%
PEP vs SNPS
+702.6%
-622.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | 0.0% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | +12.6% | -8.4% | +21.1% | +13.6% |
| 3M | +3.1% | +12.3% | -9.1% | +1.0% |
| 6M | -6.3% | -9.6% | +3.3% | -5.8% |
| YTD | +1.9% | -0.6% | +2.5% | +0.4% |
| 1Y | +3.3% | +18.7% | -15.4% | -1.2% |
| 3Y | -4.8% | -7.6% | +2.7% | -11.1% |
| 5Y | +2.0% | +34.1% | -32.0% | -16.7% |
| 10Y | +80.3% | +691.2% | -610.9% | -19.8% |
| All | +80.3% | +702.6% | -622.3% | -19.8% |
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