+4,901.1%
SNPS vs PPL
+1,585.8%
+3,315.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | +2.7% | -13.7% | -11.7% |
| 30D | -1.7% | +0.5% | -2.2% | -1.9% |
| 3M | -20.4% | +0.7% | -21.0% | -20.8% |
| 6M | -8.6% | -7.6% | -1.0% | -7.1% |
| YTD | -16.2% | +1.8% | -18.0% | -17.0% |
| 1Y | -34.6% | -0.8% | -33.8% | -35.1% |
| 3Y | -14.5% | +56.9% | -71.3% | -26.3% |
| 5Y | +17.0% | +39.5% | -22.5% | +3.8% |
| 10Y | +560.0% | +55.4% | +504.6% | +449.2% |
| All | +4,901.1% | +1,585.8% | +3,315.4% | +2,087.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling