+79.9%
SNPS vs PCOR
-10.0%
+89.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -10.2% | +23.7% | -33.9% | -17.4% |
| 30D | -12.8% | +39.0% | -51.8% | -23.5% |
| 3M | +9.9% | +35.8% | -25.9% | -3.3% |
| 6M | -12.4% | +38.2% | -50.6% | -24.5% |
| YTD | -6.3% | +3.9% | -10.2% | -11.1% |
| 1Y | +7.6% | +5.7% | +2.0% | +0.9% |
| 3Y | -9.8% | +44.8% | -54.5% | -27.3% |
| 5Y | +29.2% | -19.8% | +49.0% | +13.5% |
| All | +79.9% | -10.0% | +89.9% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling