+810.1%
SNPS vs PR
+147.8%
+662.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -4.7% |
| 7D | -10.2% | -16.5% | +6.4% | -9.5% |
| 30D | -12.8% | -4.5% | -8.3% | -12.7% |
| 3M | +9.9% | +8.5% | +1.3% | +9.4% |
| 6M | -12.4% | -3.3% | -9.0% | -12.4% |
| YTD | -6.3% | +55.7% | -62.0% | -8.3% |
| 1Y | +7.6% | +82.0% | -74.4% | +4.4% |
| 3Y | -9.8% | +62.5% | -72.2% | -12.3% |
| 5Y | +29.2% | +223.9% | -194.7% | +22.0% |
| 10Y | +663.8% | +64.2% | +599.6% | +702.4% |
| All | +810.1% | +147.8% | +662.3% | +828.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling