+5,680.3%
SNPS vs PNC
+2,815.6%
+2,864.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | +1.1% | +3.1% | -2.0% | +0.2% |
| 30D | -5.2% | +7.6% | -12.8% | -7.2% |
| 3M | +10.6% | -8.1% | +18.7% | +13.2% |
| 6M | -10.6% | +12.6% | -23.2% | -13.9% |
| YTD | -3.1% | +15.0% | -18.0% | -7.5% |
| 1Y | +15.6% | +30.4% | -14.9% | +6.3% |
| 3Y | -12.9% | +116.1% | -129.1% | -31.5% |
| 5Y | +31.2% | +37.5% | -6.3% | +16.3% |
| 10Y | +663.4% | +205.1% | +458.3% | +414.0% |
| All | +5,680.3% | +2,815.6% | +2,864.8% | +1,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling