+4,901.1%
SNPS vs PCAR
+10,100.9%
-5,199.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 3M | -20.4% | +5.9% | -26.2% | -22.3% |
| 6M | -8.6% | +0.4% | -9.0% | -9.4% |
| YTD | -16.2% | +14.8% | -31.0% | -21.0% |
| 1Y | -34.6% | +30.1% | -64.7% | -41.3% |
| 3Y | -14.5% | +66.7% | -81.1% | -30.5% |
| 5Y | +17.0% | +166.1% | -149.1% | -20.1% |
| 10Y | +560.0% | +353.7% | +206.4% | +263.3% |
| All | +4,901.1% | +10,100.9% | -5,199.7% | +735.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling