-34.6%
SNPS vs PCAR
+32.4%
-66.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -11.0% | -0.5% | -10.5% | -10.9% |
| 30D | -1.7% | -6.2% | +4.5% | -0.6% |
| 3M | -20.4% | +5.9% | -26.2% | -21.6% |
| 6M | -8.6% | +0.4% | -9.0% | -9.7% |
| YTD | -16.2% | +14.8% | -31.0% | -19.8% |
| 1Y | -34.6% | +30.1% | -64.7% | -38.6% |
| All | -34.6% | +32.4% | -66.9% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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