+33.8%
SNPS vs PCG
+7.9%
+25.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +5.1% | -2.0% | +7.0% | +5.4% |
| 30D | -6.4% | -2.7% | -3.7% | -6.0% |
| 3M | +12.2% | -25.1% | +37.3% | +17.3% |
| 6M | -9.8% | -22.3% | +12.5% | -6.7% |
| YTD | -1.5% | -18.5% | +17.0% | +0.3% |
| 1Y | +16.0% | -21.8% | +37.9% | +19.3% |
| 3Y | -10.8% | -21.0% | +10.2% | -11.1% |
| All | +33.8% | +7.9% | +25.9% | +13.6% |
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