+11.2%
SNPS vs PBR
+74.7%
-63.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | -1.1% |
| 7D | -3.9% | -11.0% | +7.1% | -5.7% |
| 30D | -5.2% | -18.8% | +13.5% | -8.3% |
| 3M | +14.6% | +7.8% | +6.8% | +15.3% |
| 6M | -6.9% | -7.6% | +0.6% | -7.6% |
| YTD | -1.4% | +72.7% | -74.1% | +8.7% |
| 1Y | +11.2% | +72.9% | -61.8% | +23.3% |
| All | +11.2% | +74.7% | -63.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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