+16.5%
SNPS vs PTC
+10.5%
+6.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -8.4% | +0.7% | -9.2% | -8.6% |
| 3M | +12.3% | +32.6% | -20.3% | +4.9% |
| 6M | -9.6% | +33.6% | -43.1% | -14.1% |
| YTD | -0.6% | +12.4% | -13.0% | +1.7% |
| All | +16.5% | +10.5% | +6.0% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling