+673.5%
SNPS vs PFG
+182.5%
+491.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +5.1% | +0.1% | +4.9% | +5.0% |
| 30D | -6.4% | +5.0% | -11.4% | -8.1% |
| 3M | +12.2% | +0.1% | +12.2% | +11.8% |
| 6M | -9.8% | +13.8% | -23.6% | -14.6% |
| YTD | -1.5% | +31.2% | -32.7% | -11.6% |
| 1Y | +16.0% | +37.1% | -21.1% | +2.5% |
| 3Y | -10.8% | +80.6% | -91.4% | -28.9% |
| 5Y | +33.3% | +93.7% | -60.4% | +3.0% |
| All | +673.5% | +182.5% | +491.0% | +391.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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