+16.5%
SNPS vs PCG
-19.4%
+35.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.7% |
| 7D | +0.2% | -1.1% | +1.2% | +0.1% |
| 30D | -8.4% | +0.1% | -8.5% | -8.5% |
| 3M | +12.3% | -24.4% | +36.7% | +10.0% |
| 6M | -9.6% | -17.7% | +8.1% | -9.4% |
| YTD | -0.6% | -17.4% | +16.8% | +1.5% |
| All | +16.5% | -19.4% | +35.9% | +22.8% |
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