+861.0%
PM vs SNPS
+1,932.8%
-1,071.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -3.9% |
| 7D | -3.4% | -10.2% | +6.8% | -1.7% |
| 30D | +5.8% | -12.8% | +18.7% | +8.0% |
| 3M | +7.6% | +9.9% | -2.3% | +5.2% |
| 6M | +20.9% | -12.4% | +33.3% | +22.2% |
| YTD | +28.9% | -6.3% | +35.2% | +27.7% |
| 1Y | +40.6% | +7.6% | +33.0% | +35.4% |
| 3Y | +149.0% | -9.8% | +158.8% | +129.6% |
| 5Y | +168.9% | +29.2% | +139.7% | +115.1% |
| 10Y | +245.0% | +663.8% | -418.8% | +37.1% |
| All | +861.0% | +1,932.8% | -1,071.8% | +134.6% |
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