+17.1%
SNPS vs PR
+433.6%
-416.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.2% |
| 7D | -11.0% | +2.9% | -13.9% | -11.4% |
| 30D | -1.7% | +18.0% | -19.8% | -4.1% |
| 3M | -20.4% | +16.9% | -37.2% | -22.4% |
| 6M | -8.6% | +28.2% | -36.8% | -12.6% |
| YTD | -16.2% | +69.3% | -85.5% | -23.5% |
| 1Y | -34.6% | +69.5% | -104.1% | -40.6% |
| 3Y | -14.5% | +81.7% | -96.2% | -24.4% |
| All | +17.1% | +433.6% | -416.5% | -10.5% |
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