+29.2%
SNPS vs PR
+225.6%
-196.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -4.2% |
| 7D | -10.2% | -16.5% | +6.4% | -7.8% |
| 30D | -12.8% | -4.5% | -8.3% | -12.3% |
| 3M | +9.9% | +8.5% | +1.3% | +8.1% |
| 6M | -12.4% | -3.3% | -9.0% | -12.5% |
| YTD | -6.3% | +55.7% | -62.0% | -14.1% |
| 1Y | +7.6% | +82.0% | -74.4% | -4.2% |
| 3Y | -9.8% | +62.5% | -72.2% | -19.6% |
| 5Y | +29.2% | +223.9% | -194.7% | -1.2% |
| All | +29.2% | +225.6% | -196.4% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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