+30.7%
PM vs SNPS
+15.4%
+15.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | -2.8% | -8.0% | +5.2% | -3.7% |
| 3M | +6.3% | +12.5% | -6.1% | +8.5% |
| 6M | +9.6% | -10.5% | +20.1% | +9.4% |
| YTD | +25.6% | -1.6% | +27.2% | +27.9% |
| All | +30.7% | +15.4% | +15.3% | +43.5% |
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 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