+572.5%
SNPS vs PPG
+26.9%
+545.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.9% | -6.2% | +7.1% | +3.8% |
| 30D | -3.6% | -7.9% | +4.3% | -0.1% |
| 3M | -12.9% | -10.2% | -2.7% | -9.1% |
| 6M | -8.2% | +2.7% | -10.9% | -10.8% |
| YTD | -15.4% | +4.9% | -20.3% | -19.4% |
| 1Y | -9.3% | -3.2% | -6.1% | -10.3% |
| 3Y | -14.0% | -17.0% | +3.0% | -9.9% |
| 5Y | +19.5% | -23.3% | +42.8% | +27.3% |
| All | +572.5% | +26.9% | +545.6% | +446.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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