-14.0%
SNPS vs PFG
+70.7%
-84.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.6% |
| 7D | -11.0% | +5.5% | -16.5% | -13.5% |
| 30D | -1.7% | +2.4% | -4.1% | -3.0% |
| 3M | -20.4% | +13.6% | -33.9% | -26.0% |
| 6M | -8.6% | +27.9% | -36.5% | -20.3% |
| YTD | -16.2% | +35.6% | -51.7% | -29.3% |
| 1Y | -34.6% | +48.5% | -83.0% | -47.4% |
| All | -14.0% | +70.7% | -84.8% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling