+250.9%
PM vs SNPS
+674.7%
-423.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -6.6% | -0.6% | -6.0% | -6.6% |
| 30D | -3.4% | -9.8% | +6.4% | -2.8% |
| 3M | +5.3% | +11.7% | -6.4% | +4.0% |
| 6M | +15.5% | -10.9% | +26.5% | +16.2% |
| YTD | +24.3% | -2.1% | +26.3% | +23.3% |
| 1Y | +29.7% | +14.8% | +14.9% | +26.4% |
| 3Y | +144.9% | -11.3% | +156.3% | +134.2% |
| 5Y | +159.0% | +36.2% | +122.8% | +119.7% |
| 10Y | +250.9% | +684.5% | -433.6% | +67.0% |
| All | +250.9% | +674.7% | -423.8% | +67.0% |
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