+19.5%
SNPS vs PSLV
+148.4%
-128.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.3% | +6.3% | +1.9% |
| 7D | -4.6% | -4.9% | +0.3% | -3.8% |
| 30D | -3.3% | -1.9% | -1.5% | -3.0% |
| 3M | -13.8% | +4.2% | -17.9% | -14.6% |
| 6M | -8.2% | -27.6% | +19.4% | -3.7% |
| YTD | -15.4% | -11.7% | -3.8% | -17.6% |
| 1Y | +2.4% | +49.3% | -46.9% | -12.7% |
| 3Y | -13.5% | +167.1% | -180.6% | -36.6% |
| 5Y | +19.5% | +151.7% | -132.2% | -17.6% |
| All | +19.5% | +148.4% | -128.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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