-9.3%
SNPS vs PNR
-47.6%
+38.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +0.9% | -6.0% | +6.9% | +2.7% |
| 30D | -3.6% | -14.0% | +10.3% | +0.8% |
| 3M | -12.9% | -21.7% | +8.8% | -7.2% |
| 6M | -8.2% | -37.3% | +29.1% | +9.2% |
| YTD | -15.4% | -45.1% | +29.7% | +8.5% |
| 1Y | -9.3% | -49.1% | +39.8% | +28.7% |
| All | -9.3% | -47.6% | +38.3% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling