-11.3%
SNPS vs PAAS
+206.7%
-218.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.7% |
| 7D | -0.6% | +4.2% | -4.8% | -1.2% |
| 30D | -9.8% | -13.8% | +4.0% | -8.0% |
| 3M | +11.7% | -22.7% | +34.4% | +15.5% |
| 6M | -10.9% | -32.1% | +21.1% | -6.8% |
| YTD | -2.1% | -22.3% | +20.2% | -0.2% |
| 1Y | +14.8% | +7.7% | +7.1% | +11.6% |
| 3Y | -11.3% | +214.0% | -225.4% | -24.1% |
| All | -11.3% | +206.7% | -218.0% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 3y: compounded portfolio wealth divided by compounded PAAS 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…
3y analysis · Full analysis span regression · 6 months rolling