+198.6%
PM vs SNPS
+554.7%
-356.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.3% | -5.5% | +4.2% | -0.8% |
| 30D | -2.6% | -5.8% | +3.2% | -2.2% |
| 3M | +5.8% | -17.2% | +23.0% | +7.3% |
| 6M | +10.6% | -10.4% | +20.9% | +10.9% |
| YTD | +17.2% | -16.5% | +33.7% | +18.1% |
| 1Y | +17.6% | -35.6% | +53.3% | +20.4% |
| 3Y | +124.3% | -14.6% | +138.9% | +111.8% |
| 5Y | +125.1% | +16.5% | +108.6% | +92.7% |
| 10Y | +198.6% | +556.6% | -357.9% | +32.6% |
| All | +198.6% | +554.7% | -356.1% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling