+660.9%
SNPS vs PFGC
+351.0%
+310.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +1.1% | +3.4% | -2.4% | +0.4% |
| 30D | -5.2% | +16.9% | -22.1% | -8.0% |
| 3M | +10.6% | +6.4% | +4.1% | +9.0% |
| 6M | -10.6% | +16.0% | -26.6% | -13.5% |
| YTD | -3.1% | +23.6% | -26.7% | -7.8% |
| 1Y | +15.6% | +16.6% | -1.1% | +11.1% |
| 3Y | -12.9% | +82.3% | -95.2% | -23.3% |
| 5Y | +31.2% | +138.7% | -107.5% | +9.5% |
| All | +660.9% | +351.0% | +310.0% | +479.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling