+2,544.7%
PG vs SNPS
+5,418.9%
-2,874.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -3.4% | -5.5% | +2.1% | -2.9% |
| 30D | -2.6% | -4.5% | +1.9% | -2.4% |
| 3M | -3.3% | -15.5% | +12.1% | -2.2% |
| 6M | -6.7% | -10.1% | +3.3% | -6.4% |
| YTD | +1.7% | -16.3% | +18.0% | +2.5% |
| 1Y | -7.9% | -34.9% | +27.0% | -6.2% |
| 3Y | +0.9% | -14.4% | +15.3% | -1.2% |
| 5Y | +12.6% | +17.9% | -5.2% | +5.6% |
| 10Y | +117.2% | +574.2% | -457.1% | +72.3% |
| All | +2,544.7% | +5,418.9% | -2,874.2% | +1,526.3% |
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 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