+691.2%
SNPS vs PCAR
+326.7%
+364.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.1% |
| 7D | +0.2% | +2.9% | -2.7% | -1.0% |
| 30D | -8.4% | -2.1% | -6.3% | -7.8% |
| 3M | +12.3% | -20.4% | +32.6% | +22.9% |
| 6M | -9.6% | -7.0% | -2.6% | -8.0% |
| YTD | -0.6% | -2.6% | +2.1% | -1.5% |
| 1Y | +18.7% | +9.8% | +8.9% | +11.3% |
| 3Y | -7.6% | +37.3% | -44.8% | -23.2% |
| 5Y | +34.1% | +116.4% | -82.4% | -10.5% |
| 10Y | +691.2% | +293.0% | +398.3% | +324.3% |
| All | +691.2% | +326.7% | +364.5% | +324.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling