+645.9%
SNPS vs PCG
-76.9%
+722.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.8% |
| 7D | -10.2% | 0.0% | -10.2% | -10.2% |
| 30D | -12.8% | +5.8% | -18.7% | -13.1% |
| 3M | +9.9% | -22.8% | +32.6% | +11.5% |
| 6M | -12.4% | -18.4% | +6.0% | -11.5% |
| YTD | -6.3% | -16.9% | +10.6% | -5.6% |
| 1Y | +7.6% | -17.6% | +25.2% | +8.5% |
| 3Y | -9.8% | -20.0% | +10.2% | -9.3% |
| 5Y | +29.2% | +16.0% | +13.2% | +26.5% |
| All | +645.9% | -76.9% | +722.8% | +644.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling