-10.1%
SNPS vs PCAR
+34.2%
-44.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.3% |
| 7D | -10.2% | +2.2% | -12.3% | -10.8% |
| 30D | -12.8% | -4.4% | -8.4% | -11.6% |
| 3M | +9.9% | -21.4% | +31.3% | +19.7% |
| 6M | -12.4% | -7.3% | -5.0% | -11.2% |
| YTD | -6.3% | -3.8% | -2.5% | -7.5% |
| 1Y | +7.6% | +6.3% | +1.3% | +1.5% |
| All | -10.1% | +34.2% | -44.4% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling