+11.2%
SNPS vs PCOR
+4.0%
+7.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +19.7% | -19.7% | -3.7% |
| 7D | -3.9% | +21.8% | -25.8% | -7.9% |
| 30D | -5.2% | +39.5% | -44.8% | -12.1% |
| 3M | +14.6% | +35.2% | -20.6% | +7.1% |
| 6M | -6.9% | +21.7% | -28.7% | -9.6% |
| YTD | -1.4% | +3.9% | -5.4% | -6.3% |
| 1Y | +11.2% | +6.9% | +4.2% | +6.9% |
| All | +11.2% | +4.0% | +7.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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