+911.2%
SNPS vs PFGC
+488.3%
+422.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +3.0% |
| 7D | +0.2% | +10.8% | -10.6% | -1.8% |
| 30D | -8.4% | +17.8% | -26.2% | -11.3% |
| 3M | +12.3% | -2.7% | +15.0% | +12.5% |
| 6M | -9.6% | +20.0% | -29.6% | -13.0% |
| YTD | -0.6% | +24.3% | -24.9% | -5.5% |
| 1Y | +18.7% | +13.2% | +5.5% | +14.8% |
| 3Y | -7.6% | +85.9% | -93.5% | -18.8% |
| 5Y | +34.1% | +141.0% | -107.0% | +11.8% |
| 10Y | +691.2% | +370.6% | +320.6% | +480.6% |
| All | +911.2% | +488.3% | +422.9% | +622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling