+31.7%
SNPS vs PPL
+47.4%
-15.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | +1.1% | -0.4% | +1.4% | +1.1% |
| 30D | -5.2% | +2.6% | -7.8% | -5.5% |
| 3M | +10.6% | +0.8% | +9.7% | +10.4% |
| 6M | -10.6% | +1.4% | -12.0% | -10.9% |
| YTD | -3.1% | +4.3% | -7.4% | -4.2% |
| 1Y | +15.6% | +0.8% | +14.8% | +14.9% |
| 3Y | -12.9% | +57.9% | -70.8% | -25.7% |
| All | +31.7% | +47.4% | -15.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling