+46.9%
PM vs SNPS
+6.4%
+40.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +4.3% | -3.9% | +8.2% | +3.8% |
| 30D | +11.5% | -5.2% | +16.7% | +10.8% |
| 3M | +13.0% | +14.6% | -1.6% | +15.7% |
| 6M | +25.9% | -6.9% | +32.9% | +26.1% |
| YTD | +34.0% | -1.4% | +35.4% | +36.3% |
| 1Y | +46.9% | +11.2% | +35.7% | +58.1% |
| All | +46.9% | +6.4% | +40.5% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling