+35.8%
SNPS vs PEG
+40.7%
-4.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.2% | +1.5% | -1.6% | -0.5% |
| 30D | -8.0% | +5.0% | -13.0% | -9.1% |
| 3M | +12.5% | -0.3% | +12.8% | +12.4% |
| 6M | -10.5% | -2.7% | -7.8% | -10.2% |
| YTD | -1.6% | -5.1% | +3.5% | -1.2% |
| 1Y | +16.8% | -8.3% | +25.1% | +18.4% |
| 3Y | -10.9% | +33.0% | -44.0% | -20.9% |
| 5Y | +35.8% | +41.3% | -5.5% | +11.9% |
| All | +35.8% | +40.7% | -4.9% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling