+673.5%
SNPS vs PPL
+65.0%
+608.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.1% | -2.2% | +7.3% | +5.7% |
| 30D | -6.4% | +1.7% | -8.1% | -6.9% |
| 3M | +12.2% | +0.1% | +12.1% | +12.0% |
| 6M | -9.8% | -1.5% | -8.3% | -9.8% |
| YTD | -1.5% | +3.0% | -4.5% | -3.0% |
| 1Y | +16.0% | -1.4% | +17.5% | +15.5% |
| 3Y | -10.8% | +53.5% | -64.3% | -24.3% |
| 5Y | +33.3% | +46.4% | -13.1% | +14.3% |
| All | +673.5% | +65.0% | +608.5% | +487.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling