+558.6%
SNPS vs PCAR
+355.9%
+202.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | -11.0% | -0.5% | -10.5% | -10.8% |
| 30D | -1.7% | -6.2% | +4.5% | +0.9% |
| 3M | -20.4% | +5.9% | -26.2% | -22.8% |
| 6M | -8.6% | +0.4% | -9.0% | -9.6% |
| YTD | -16.2% | +14.8% | -31.0% | -22.1% |
| 1Y | -34.6% | +30.1% | -64.7% | -42.9% |
| 3Y | -14.5% | +66.7% | -81.1% | -34.4% |
| 5Y | +17.0% | +166.1% | -149.1% | -28.2% |
| All | +558.6% | +355.9% | +202.7% | +214.7% |
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