+31.7%
SNPS vs PCG
+10.2%
+21.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.0% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | -5.2% | +0.8% | -5.9% | -5.3% |
| 3M | +10.6% | -23.8% | +34.4% | +15.2% |
| 6M | -10.6% | -19.6% | +9.0% | -8.1% |
| YTD | -3.1% | -16.7% | +13.6% | -1.7% |
| 1Y | +15.6% | -19.4% | +34.9% | +18.1% |
| 3Y | -12.9% | -18.3% | +5.4% | -13.9% |
| All | +31.7% | +10.2% | +21.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling