+1,776.5%
SNPS vs PFG
+1,003.0%
+773.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.4% | +2.6% |
| 7D | +0.2% | +2.3% | -2.1% | -0.4% |
| 30D | -8.4% | +7.6% | -16.0% | -10.1% |
| 3M | +12.3% | +2.5% | +9.7% | +11.3% |
| 6M | -9.6% | +16.6% | -26.2% | -13.4% |
| YTD | -0.6% | +34.1% | -34.6% | -8.1% |
| 1Y | +18.7% | +44.1% | -25.4% | +7.7% |
| 3Y | -7.6% | +86.3% | -93.8% | -21.5% |
| 5Y | +34.1% | +101.6% | -67.5% | +11.1% |
| 10Y | +691.2% | +197.9% | +493.3% | +465.9% |
| All | +1,776.5% | +1,003.0% | +773.6% | +652.6% |
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