+11.2%
SNPS vs PNC
+32.8%
-21.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.7% | -0.4% |
| 7D | -3.9% | +2.3% | -6.2% | -4.4% |
| 30D | -5.2% | +7.0% | -12.2% | -6.7% |
| 3M | +14.6% | -7.3% | +21.9% | +17.6% |
| 6M | -6.9% | +8.9% | -15.9% | -9.4% |
| YTD | -1.4% | +15.5% | -17.0% | -8.8% |
| 1Y | +11.2% | +31.8% | -20.6% | -3.3% |
| All | +11.2% | +32.8% | -21.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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