-23.8%
PFE vs SNPS
+30.3%
-54.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | +0.3% | -5.2% | +5.5% | +0.6% |
| 3M | +9.4% | +10.6% | -1.2% | +8.6% |
| 6M | +14.9% | -10.6% | +25.5% | +15.2% |
| YTD | +23.8% | -3.1% | +26.9% | +23.3% |
| 1Y | +19.5% | +15.6% | +4.0% | +17.8% |
| 3Y | +21.0% | -12.9% | +34.0% | +18.2% |
| All | -23.8% | +30.3% | -54.0% | -30.5% |
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