+34.1%
SNPS vs PFGC
+135.8%
-101.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +2.4% |
| 7D | +0.2% | +10.8% | -10.6% | -3.3% |
| 30D | -8.4% | +17.8% | -26.2% | -13.5% |
| 3M | +12.3% | -2.7% | +15.0% | +12.8% |
| 6M | -9.6% | +20.0% | -29.6% | -15.8% |
| YTD | -0.6% | +24.3% | -24.9% | -9.7% |
| 1Y | +18.7% | +13.2% | +5.5% | +11.6% |
| 3Y | -7.6% | +85.9% | -93.5% | -30.1% |
| 5Y | +34.1% | +141.0% | -107.0% | -11.4% |
| All | +34.1% | +135.8% | -101.7% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling