+1,669.4%
SNPS vs PFG
+978.4%
+691.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -3.9% |
| 7D | -10.2% | -0.7% | -9.4% | -10.0% |
| 30D | -12.8% | +2.8% | -15.7% | -13.5% |
| 3M | +9.9% | -1.0% | +10.9% | +9.9% |
| 6M | -12.4% | +13.6% | -26.0% | -15.5% |
| YTD | -6.3% | +31.1% | -37.3% | -12.9% |
| 1Y | +7.6% | +43.8% | -36.2% | -2.3% |
| 3Y | -9.8% | +75.0% | -84.8% | -22.2% |
| 5Y | +29.2% | +95.2% | -66.0% | +8.0% |
| 10Y | +663.8% | +207.5% | +456.2% | +442.7% |
| All | +1,669.4% | +978.4% | +691.0% | +613.8% |
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 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