+11.2%
SNPS vs PCG
-14.1%
+25.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | -3.9% | +1.9% | -5.8% | -3.8% |
| 30D | -5.2% | +8.5% | -13.7% | -4.6% |
| 3M | +14.6% | -22.9% | +37.5% | +12.3% |
| 6M | -6.9% | -16.8% | +9.8% | -6.9% |
| YTD | -1.4% | -15.8% | +14.3% | +0.6% |
| 1Y | +11.2% | -16.0% | +27.2% | +16.0% |
| All | +11.2% | -14.1% | +25.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling