-15.6%
SNPS vs PTC
-3.9%
-11.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.0% | +0.6% | -2.1% |
| 7D | -11.0% | -10.3% | -0.8% | -5.7% |
| 30D | -1.7% | +1.1% | -2.9% | -2.4% |
| 3M | -20.4% | +1.6% | -22.0% | -21.7% |
| 6M | -8.6% | -13.5% | +4.9% | -1.2% |
| YTD | -16.2% | -19.1% | +2.9% | -5.9% |
| 1Y | -34.6% | -33.9% | -0.7% | -17.2% |
| All | -15.6% | -3.9% | -11.8% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling