+1,482.6%
SNPS vs PFG
+1,015.3%
+467.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.0% |
| 7D | -11.0% | +5.5% | -16.5% | -12.3% |
| 30D | -1.7% | +2.4% | -4.1% | -2.4% |
| 3M | -20.4% | +13.6% | -33.9% | -23.1% |
| 6M | -8.6% | +27.9% | -36.5% | -14.3% |
| YTD | -16.2% | +35.6% | -51.7% | -22.6% |
| 1Y | -34.6% | +48.5% | -83.0% | -41.0% |
| 3Y | -14.5% | +66.9% | -81.3% | -25.3% |
| 5Y | +17.0% | +111.0% | -94.0% | -4.0% |
| 10Y | +560.0% | +244.5% | +315.5% | +357.4% |
| All | +1,482.6% | +1,015.3% | +467.4% | +533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling