+28.4%
SNPS vs PTC
+55.6%
-27.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | -10.2% | -0.1% | -10.1% | -10.1% |
| 30D | -12.8% | +0.8% | -13.7% | -13.2% |
| 3M | +9.9% | +39.6% | -29.7% | -11.2% |
| 6M | -12.4% | +41.5% | -53.9% | -31.0% |
| YTD | -6.3% | +11.7% | -18.0% | -13.7% |
| 1Y | +7.6% | +2.4% | +5.2% | +4.6% |
| 3Y | -9.8% | +31.9% | -41.7% | -29.4% |
| All | +28.4% | +55.6% | -27.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling