+2,050.8%
PEP vs SNPS
+6,079.8%
-4,029.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.6% |
| 7D | +6.7% | -10.2% | +16.8% | +7.6% |
| 30D | +13.5% | -12.8% | +26.4% | +14.7% |
| 3M | +3.9% | +9.9% | -5.9% | +2.6% |
| 6M | -6.0% | -12.4% | +6.4% | -5.5% |
| YTD | +2.5% | -6.3% | +8.7% | +2.0% |
| 1Y | +3.9% | +7.6% | -3.7% | +2.1% |
| 3Y | -4.7% | -9.8% | +5.1% | -7.3% |
| 5Y | +1.1% | +29.2% | -28.1% | -6.2% |
| 10Y | +83.8% | +663.8% | -579.9% | +45.1% |
| All | +2,050.8% | +6,079.8% | -4,029.0% | +1,218.7% |
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