+4,893.3%
SNPS vs PGR
+34,644.5%
-29,751.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -5.5% | -2.7% | -2.8% | -4.6% |
| 30D | -4.5% | +0.7% | -5.2% | -4.9% |
| 3M | -15.5% | +7.7% | -23.2% | -18.3% |
| 6M | -10.1% | +4.3% | -14.4% | -12.4% |
| YTD | -16.3% | +0.7% | -17.0% | -17.7% |
| 1Y | -34.9% | -5.7% | -29.3% | -35.0% |
| 3Y | -14.4% | +73.7% | -88.0% | -32.3% |
| 5Y | +17.9% | +158.4% | -140.5% | -21.4% |
| 10Y | +574.2% | +810.5% | -236.3% | +181.2% |
| All | +4,893.3% | +34,644.5% | -29,751.2% | +807.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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