+572.5%
SNPS vs PBR
+697.0%
-124.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.9% | +5.4% | -4.5% | +0.1% |
| 30D | -3.6% | +22.9% | -26.5% | -6.5% |
| 3M | -12.9% | +19.6% | -32.5% | -15.4% |
| 6M | -8.2% | +16.5% | -24.7% | -10.9% |
| YTD | -15.4% | +86.7% | -102.1% | -23.7% |
| 1Y | -9.3% | +74.7% | -84.0% | -17.6% |
| 3Y | -14.0% | +102.6% | -116.5% | -24.9% |
| 5Y | +19.5% | +566.6% | -547.1% | -18.1% |
| All | +572.5% | +697.0% | -124.5% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling