+16.5%
SNPS vs PFGC
+110.5%
-94.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -5.5% | -2.4% | -3.1% | -4.8% |
| 30D | -5.8% | -15.8% | +10.0% | -0.7% |
| 3M | -17.2% | -0.6% | -16.6% | -17.4% |
| 6M | -10.4% | +10.7% | -21.0% | -14.1% |
| YTD | -16.5% | +7.6% | -24.2% | -20.0% |
| 1Y | -35.6% | -7.8% | -27.8% | -34.9% |
| 3Y | -14.6% | +63.7% | -78.3% | -31.5% |
| 5Y | +16.5% | +112.3% | -95.8% | -18.3% |
| All | +16.5% | +110.5% | -94.0% | -18.3% |
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