+574.2%
SNPS vs PEG
+139.0%
+435.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | -5.5% | -0.1% | -5.4% | -5.4% |
| 30D | -4.5% | -1.7% | -2.7% | -4.0% |
| 3M | -15.5% | -6.8% | -8.7% | -13.7% |
| 6M | -10.1% | -11.4% | +1.3% | -6.9% |
| YTD | -16.3% | -7.2% | -9.1% | -15.0% |
| 1Y | -34.9% | -6.1% | -28.8% | -34.7% |
| 3Y | -14.4% | +31.8% | -46.1% | -25.1% |
| 5Y | +17.9% | +35.6% | -17.7% | +0.6% |
| 10Y | +574.2% | +148.7% | +425.5% | +347.3% |
| All | +574.2% | +139.0% | +435.2% | +347.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling