-14.0%
SNPS vs PPG
-17.7%
+3.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.8% |
| 7D | -4.6% | -5.1% | +0.5% | -2.7% |
| 30D | -3.3% | -9.6% | +6.2% | +0.4% |
| 3M | -13.8% | -6.4% | -7.3% | -12.1% |
| 6M | -8.2% | +0.5% | -8.7% | -10.0% |
| YTD | -15.4% | +4.4% | -19.9% | -20.1% |
| 1Y | +2.4% | -0.9% | +3.3% | -0.4% |
| All | -14.0% | -17.7% | +3.7% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling