+4,901.1%
SNPS vs PEG
+2,656.5%
+2,244.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.2% | -5.4% |
| 7D | -11.0% | +0.7% | -11.7% | -11.2% |
| 30D | -1.7% | -2.4% | +0.7% | -1.1% |
| 3M | -20.4% | -4.8% | -15.6% | -19.5% |
| 6M | -8.6% | -10.7% | +2.1% | -6.2% |
| YTD | -16.2% | -6.7% | -9.5% | -15.1% |
| 1Y | -34.6% | -6.8% | -27.7% | -34.1% |
| 3Y | -14.5% | +34.5% | -48.9% | -22.9% |
| 5Y | +17.0% | +35.8% | -18.8% | +4.5% |
| 10Y | +560.0% | +141.7% | +418.3% | +395.0% |
| All | +4,901.1% | +2,656.5% | +2,244.6% | +1,548.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling