+17.1%
SNPS vs PCG
+58.3%
-41.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.8% |
| 7D | -11.0% | -13.9% | +2.8% | -9.1% |
| 30D | -1.7% | -16.9% | +15.1% | +0.9% |
| 3M | -20.4% | -14.7% | -5.6% | -18.8% |
| 6M | -8.6% | -23.8% | +15.2% | -4.8% |
| YTD | -16.2% | -10.5% | -5.7% | -15.9% |
| 1Y | -34.6% | -5.1% | -29.5% | -35.6% |
| 3Y | -14.5% | -11.6% | -2.9% | -16.5% |
| All | +17.1% | +58.3% | -41.2% | -3.5% |
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