+645.9%
SNPS vs PPL
+62.9%
+583.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.1% |
| 7D | -10.2% | +1.0% | -11.2% | -10.4% |
| 30D | -12.8% | +6.8% | -19.7% | -14.4% |
| 3M | +9.9% | +3.9% | +6.0% | +8.6% |
| 6M | -12.4% | -2.0% | -10.3% | -12.2% |
| YTD | -6.3% | +5.3% | -11.5% | -8.3% |
| 1Y | +7.6% | +2.2% | +5.4% | +6.1% |
| 3Y | -9.8% | +56.7% | -66.5% | -23.8% |
| 5Y | +29.2% | +49.1% | -19.9% | +10.3% |
| All | +645.9% | +62.9% | +583.0% | +478.9% |
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