+660.9%
SNPS vs PCAR
+288.5%
+372.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +1.1% | +4.9% | -3.9% | -1.0% |
| 30D | -5.2% | -1.4% | -3.7% | -4.8% |
| 3M | +10.6% | -18.1% | +28.7% | +19.6% |
| 6M | -10.6% | -4.0% | -6.6% | -10.3% |
| YTD | -3.1% | -1.5% | -1.6% | -4.5% |
| 1Y | +15.6% | +13.2% | +2.4% | +6.8% |
| 3Y | -12.9% | +35.8% | -48.7% | -27.5% |
| 5Y | +31.2% | +114.6% | -83.5% | -12.4% |
| All | +660.9% | +288.5% | +372.4% | +297.2% |
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