-10.1%
SNPS vs PFG
+75.1%
-85.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -3.1% |
| 7D | -10.2% | -0.7% | -9.4% | -9.8% |
| 30D | -12.8% | +2.8% | -15.7% | -14.0% |
| 3M | +9.9% | -1.0% | +10.9% | +9.9% |
| 6M | -12.4% | +13.6% | -26.0% | -19.1% |
| YTD | -6.3% | +31.1% | -37.3% | -20.2% |
| 1Y | +7.6% | +43.8% | -36.2% | -13.0% |
| All | -10.1% | +75.1% | -85.2% | -33.0% |
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