+17.6%
PM vs SNPS
-34.8%
+52.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.3% | -5.5% | +4.2% | -1.7% |
| 30D | -2.6% | -5.8% | +3.2% | -2.8% |
| 3M | +5.8% | -17.2% | +23.0% | +4.8% |
| 6M | +10.6% | -10.4% | +20.9% | +10.0% |
| YTD | +17.2% | -16.5% | +33.7% | +16.4% |
| 1Y | +17.6% | -35.6% | +53.3% | +17.0% |
| All | +17.6% | -34.8% | +52.4% | +17.0% |
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 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