-11.5%
SNPS vs PNC
+114.5%
-126.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +5.1% | +1.9% | +3.2% | +4.3% |
| 30D | -6.4% | +6.2% | -12.7% | -8.6% |
| 3M | +12.2% | -8.7% | +20.9% | +16.3% |
| 6M | -9.8% | +9.2% | -19.0% | -13.4% |
| YTD | -1.5% | +14.3% | -15.8% | -7.7% |
| 1Y | +16.0% | +27.7% | -11.7% | +3.5% |
| All | -11.5% | +114.5% | -126.0% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling