-8.1%
SNPS vs PCAR
+31.0%
-39.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +3.1% |
| 7D | -3.7% | +0.1% | -3.7% | -3.7% |
| 30D | -10.4% | -4.6% | -5.8% | -9.2% |
| 3M | +11.0% | -22.6% | +33.5% | +21.4% |
| 6M | -10.7% | -12.0% | +1.3% | -7.7% |
| YTD | -4.1% | -6.1% | +2.0% | -4.6% |
| 1Y | +13.7% | +6.3% | +7.4% | +6.8% |
| 3Y | -8.1% | +31.8% | -39.8% | -30.7% |
| All | -8.1% | +31.0% | -39.1% | -30.7% |
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 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