+763.1%
PM vs SNPS
+1,718.3%
-955.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.1% |
| 7D | -4.9% | -11.0% | +6.1% | -3.1% |
| 30D | -3.4% | -1.7% | -1.6% | -3.4% |
| 3M | +5.2% | -20.4% | +25.5% | +8.5% |
| 6M | +3.7% | -8.6% | +12.3% | +3.9% |
| YTD | +15.8% | -16.2% | +31.9% | +17.3% |
| 1Y | +17.4% | -34.6% | +51.9% | +21.3% |
| 3Y | +116.9% | -14.5% | +131.4% | +101.1% |
| 5Y | +117.3% | +17.0% | +100.3% | +76.8% |
| 10Y | +193.8% | +560.0% | -366.3% | +20.9% |
| All | +763.1% | +1,718.3% | -955.1% | +115.5% |
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 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