+1,974.3%
PEP vs SNPS
+5,427.6%
-3,453.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.2% |
| 7D | -1.4% | -11.0% | +9.6% | -0.4% |
| 30D | +0.2% | -1.7% | +2.0% | +0.2% |
| 3M | -1.1% | -20.4% | +19.2% | +0.6% |
| 6M | -13.5% | -8.6% | -4.9% | -13.3% |
| YTD | -1.2% | -16.2% | +15.0% | -0.4% |
| 1Y | -1.6% | -34.6% | +33.0% | +0.2% |
| 3Y | -12.5% | -14.5% | +1.9% | -14.4% |
| 5Y | +3.0% | +17.0% | -14.0% | -3.3% |
| 10Y | +73.9% | +560.0% | -486.1% | +39.4% |
| All | +1,974.3% | +5,427.6% | -3,453.3% | +1,187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling