-4.6%
PEP vs SNPS
-9.8%
+5.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | 0.0% |
| 7D | +6.7% | -10.2% | +16.8% | +6.2% |
| 30D | +13.5% | -12.8% | +26.4% | +13.0% |
| 3M | +3.9% | +9.9% | -5.9% | +4.3% |
| 6M | -6.0% | -12.4% | +6.4% | -6.1% |
| YTD | +2.5% | -6.3% | +8.7% | +2.6% |
| 1Y | +3.9% | +7.6% | -3.7% | +4.1% |
| All | -4.6% | -9.8% | +5.2% | -4.1% |
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