+76.6%
PEP vs SNPS
+554.7%
-478.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.1% | -5.5% | +5.6% | +0.8% |
| 30D | +0.7% | -5.8% | +6.4% | +1.2% |
| 3M | -0.5% | -17.2% | +16.7% | +1.6% |
| 6M | -11.3% | -10.4% | -0.9% | -10.8% |
| YTD | -0.6% | -16.5% | +15.9% | +0.6% |
| 1Y | +1.7% | -35.6% | +37.3% | +5.0% |
| 3Y | -12.5% | -14.6% | +2.1% | -18.3% |
| 5Y | +3.9% | +16.5% | -12.6% | -14.2% |
| 10Y | +76.6% | +556.6% | -480.0% | -21.9% |
| All | +76.6% | +554.7% | -478.1% | -21.9% |
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