+557.2%
SNPS vs PTC
+223.7%
+333.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.0% | +0.6% | -2.2% |
| 7D | -11.0% | -10.3% | -0.8% | -5.8% |
| 30D | -1.7% | +1.1% | -2.9% | -2.4% |
| 3M | -20.4% | +1.6% | -22.0% | -22.1% |
| 6M | -8.6% | -13.5% | +4.9% | -2.7% |
| YTD | -16.2% | -19.1% | +2.9% | -7.6% |
| 1Y | -34.6% | -33.9% | -0.7% | -19.8% |
| 3Y | -14.5% | -3.9% | -10.6% | -15.5% |
| 5Y | +17.0% | +6.0% | +11.0% | +8.3% |
| All | +557.2% | +223.7% | +333.5% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling