+4.4%
PEP vs SNPS
+14.9%
-10.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.0% |
| 7D | +2.9% | +1.1% | +1.8% | +3.0% |
| 30D | +12.5% | -5.2% | +17.7% | +12.1% |
| 3M | +4.5% | +10.6% | -6.0% | +6.0% |
| 6M | -0.5% | -10.6% | +10.1% | -1.3% |
| YTD | +4.4% | -3.1% | +7.5% | +3.9% |
| 1Y | +4.4% | +15.6% | -11.2% | +4.6% |
| All | +4.4% | +14.9% | -10.5% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling