-34.6%
SNPS vs PPL
-0.5%
-34.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | +2.7% | -13.7% | -10.1% |
| 30D | -1.7% | +0.5% | -2.2% | -1.4% |
| 3M | -20.4% | +0.7% | -21.0% | -19.9% |
| 6M | -8.6% | -7.6% | -1.0% | -10.9% |
| YTD | -16.2% | +1.8% | -18.0% | -13.5% |
| 1Y | -34.6% | -0.8% | -33.8% | -31.4% |
| All | -34.6% | -0.5% | -34.0% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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