-14.9%
SNPS vs PFGC
+61.7%
-76.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -5.5% | -3.7% | -1.8% | -4.6% |
| 30D | -4.5% | -16.0% | +11.5% | -0.6% |
| 3M | -15.5% | -4.1% | -11.3% | -14.9% |
| 6M | -10.1% | +8.7% | -18.8% | -12.8% |
| YTD | -16.3% | +6.4% | -22.6% | -19.1% |
| 1Y | -34.9% | -8.4% | -26.6% | -33.8% |
| All | -14.9% | +61.7% | -76.6% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling