+752.8%
SNPS vs PFGC
+419.1%
+333.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -11.0% | -2.2% | -8.8% | -10.7% |
| 30D | -1.7% | -11.9% | +10.2% | +0.5% |
| 3M | -20.4% | +5.0% | -25.4% | -21.2% |
| 6M | -8.6% | +8.6% | -17.2% | -10.4% |
| YTD | -16.2% | +9.7% | -25.8% | -18.2% |
| 1Y | -34.6% | -6.3% | -28.3% | -34.4% |
| 3Y | -14.5% | +58.2% | -72.7% | -22.5% |
| 5Y | +17.0% | +110.4% | -93.4% | 0.0% |
| 10Y | +560.0% | +272.8% | +287.3% | +404.0% |
| All | +752.8% | +419.1% | +333.7% | +524.4% |
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 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