+2,497.3%
SNPS vs PBR
+1,864.5%
+632.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | -5.5% | +2.5% | -8.0% | -5.9% |
| 30D | -5.8% | +19.4% | -25.1% | -8.5% |
| 3M | -17.2% | +20.8% | -38.0% | -20.0% |
| 6M | -10.4% | +23.5% | -33.9% | -14.0% |
| YTD | -16.5% | +83.4% | -99.9% | -25.1% |
| 1Y | -35.6% | +77.6% | -113.2% | -42.3% |
| 3Y | -14.6% | +99.9% | -114.5% | -25.8% |
| 5Y | +16.5% | +567.7% | -551.2% | -20.1% |
| 10Y | +556.6% | +621.5% | -65.0% | +299.6% |
| All | +2,497.3% | +1,864.5% | +632.8% | +920.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling