+574.2%
SNPS vs PFG
+239.8%
+334.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -5.5% | +3.2% | -8.7% | -6.7% |
| 30D | -4.5% | +0.9% | -5.4% | -4.9% |
| 3M | -15.5% | +7.7% | -23.2% | -18.1% |
| 6M | -10.1% | +29.0% | -39.0% | -18.4% |
| YTD | -16.3% | +32.5% | -48.7% | -24.9% |
| 1Y | -34.9% | +47.3% | -82.2% | -43.8% |
| 3Y | -14.4% | +68.2% | -82.6% | -30.0% |
| 5Y | +17.9% | +108.5% | -90.6% | -10.8% |
| 10Y | +574.2% | +241.4% | +332.9% | +278.4% |
| All | +574.2% | +239.8% | +334.5% | +278.4% |
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