+572.2%
SNPS vs PFGC
+292.0%
+280.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -5.5% | -2.4% | -3.1% | -5.1% |
| 30D | -5.8% | -15.8% | +10.0% | -2.8% |
| 3M | -17.2% | -0.6% | -16.6% | -17.3% |
| 6M | -10.4% | +10.7% | -21.0% | -12.4% |
| YTD | -16.5% | +7.6% | -24.2% | -18.4% |
| 1Y | -35.6% | -7.8% | -27.8% | -35.3% |
| 3Y | -14.6% | +63.7% | -78.3% | -23.1% |
| 5Y | +16.5% | +112.3% | -95.8% | -0.6% |
| All | +572.2% | +292.0% | +280.2% | +409.7% |
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