+60.9%
SNPS vs PCOR
-30.9%
+91.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.3% | -1.1% | -3.8% |
| 7D | -11.0% | -9.0% | -2.1% | -7.8% |
| 30D | -1.7% | +4.2% | -5.9% | -3.4% |
| 3M | -20.4% | +14.4% | -34.8% | -25.1% |
| 6M | -8.6% | +0.2% | -8.8% | -10.7% |
| YTD | -16.2% | -20.3% | +4.1% | -11.2% |
| 1Y | -34.6% | -16.1% | -18.4% | -32.2% |
| 3Y | -14.5% | -14.7% | +0.2% | -15.7% |
| 5Y | +17.0% | -43.2% | +60.1% | +15.3% |
| All | +60.9% | -30.9% | +91.9% | +58.2% |
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