-3.4%
PEP vs SNPS
-11.8%
+8.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.9% |
| 30D | +12.5% | -5.2% | +17.7% | +12.4% |
| 3M | +4.5% | +10.6% | -6.0% | +5.0% |
| 6M | -0.5% | -10.6% | +10.1% | -0.5% |
| YTD | +4.4% | -3.1% | +7.5% | +4.7% |
| 1Y | +4.4% | +15.6% | -11.2% | +4.7% |
| 3Y | -3.4% | -12.9% | +9.5% | -3.1% |
| All | -3.4% | -11.8% | +8.4% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling