+4.7%
PEP vs SNPS
+17.0%
-12.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.5% |
| 7D | -1.4% | -11.0% | +9.6% | -1.1% |
| 30D | +0.2% | -1.7% | +2.0% | +0.2% |
| 3M | -1.1% | -20.4% | +19.2% | -0.5% |
| 6M | -13.5% | -8.6% | -4.9% | -13.5% |
| YTD | -1.2% | -16.2% | +15.0% | -1.0% |
| 1Y | -1.6% | -34.6% | +33.0% | -0.6% |
| 3Y | -12.5% | -14.5% | +1.9% | -15.6% |
| All | +4.7% | +17.0% | -12.3% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling