+572.5%
SNPS vs PNR
+66.2%
+506.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +0.9% | -6.0% | +6.9% | +3.9% |
| 30D | -3.6% | -14.0% | +10.3% | +3.2% |
| 3M | -12.9% | -21.7% | +8.8% | -3.7% |
| 6M | -8.2% | -37.3% | +29.1% | +12.7% |
| YTD | -15.4% | -45.1% | +29.7% | +10.7% |
| 1Y | -9.3% | -49.1% | +39.8% | +23.3% |
| 3Y | -14.0% | -14.8% | +0.9% | -9.9% |
| 5Y | +19.5% | -21.0% | +40.5% | +25.7% |
| All | +572.5% | +66.2% | +506.3% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling