+3.3%
PEP vs SNPS
+28.8%
-25.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.3% |
| 7D | +6.7% | -10.2% | +16.8% | +6.8% |
| 30D | +13.5% | -12.8% | +26.4% | +13.7% |
| 3M | +3.9% | +9.9% | -5.9% | +3.6% |
| 6M | -6.0% | -12.4% | +6.4% | -5.8% |
| YTD | +2.5% | -6.3% | +8.7% | +2.3% |
| 1Y | +3.9% | +7.6% | -3.7% | +3.1% |
| 3Y | -4.7% | -9.8% | +5.1% | -7.5% |
| All | +3.3% | +28.8% | -25.5% | -6.4% |
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