+691.2%
SNPS vs PTC
+326.2%
+365.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +0.2% | +0.8% | -0.6% | -0.2% |
| 30D | -8.4% | +0.7% | -9.2% | -8.7% |
| 3M | +12.3% | +32.6% | -20.3% | -5.6% |
| 6M | -9.6% | +33.6% | -43.1% | -25.2% |
| YTD | -0.6% | +12.4% | -13.0% | -10.0% |
| 1Y | +18.7% | +11.2% | +7.5% | +8.0% |
| 3Y | -7.6% | +31.7% | -39.2% | -24.4% |
| 5Y | +34.1% | +60.1% | -26.0% | -1.6% |
| 10Y | +691.2% | +317.2% | +374.0% | +254.3% |
| All | +691.2% | +326.2% | +365.0% | +254.3% |
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