+821.1%
PM vs SNPS
+2,055.9%
-1,234.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -3.0% |
| 7D | -7.3% | +0.2% | -7.5% | -7.3% |
| 30D | -4.0% | -8.4% | +4.4% | -2.8% |
| 3M | +2.7% | +12.3% | -9.5% | +0.1% |
| 6M | +14.9% | -9.6% | +24.4% | +15.5% |
| YTD | +23.5% | -0.6% | +24.1% | +21.2% |
| 1Y | +30.4% | +18.7% | +11.7% | +23.5% |
| 3Y | +143.2% | -7.6% | +150.8% | +124.3% |
| 5Y | +159.5% | +34.1% | +125.4% | +107.1% |
| 10Y | +234.7% | +691.2% | -456.6% | +32.9% |
| All | +821.1% | +2,055.9% | -1,234.9% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling