-35.6%
SNPS vs PH
+26.9%
-62.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -5.8% | -10.8% | +5.0% | -4.2% |
| 3M | -17.2% | +8.5% | -25.7% | -18.6% |
| 6M | -10.4% | +3.9% | -14.3% | -11.7% |
| YTD | -16.5% | +9.4% | -26.0% | -19.3% |
| 1Y | -35.6% | +26.8% | -62.4% | -41.5% |
| All | -35.6% | +26.9% | -62.5% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling