-14.0%
SNPS vs PEG
+36.1%
-50.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.4% |
| 7D | -11.0% | +0.7% | -11.7% | -11.1% |
| 30D | -1.7% | -2.4% | +0.7% | -1.5% |
| 3M | -20.4% | -4.8% | -15.6% | -20.0% |
| 6M | -8.6% | -10.7% | +2.1% | -7.4% |
| YTD | -16.2% | -6.7% | -9.5% | -16.0% |
| 1Y | -34.6% | -6.8% | -27.7% | -34.7% |
| All | -14.0% | +36.1% | -50.1% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling