+4,901.1%
SNPS vs PTC
+1,483.4%
+3,417.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.0% | +0.6% | -3.7% |
| 7D | -11.0% | -10.3% | -0.8% | -8.2% |
| 30D | -1.7% | +1.1% | -2.9% | -2.1% |
| 3M | -20.4% | +1.6% | -22.0% | -21.2% |
| 6M | -8.6% | -13.5% | +4.9% | -5.4% |
| YTD | -16.2% | -19.1% | +2.9% | -11.5% |
| 1Y | -34.6% | -33.9% | -0.7% | -26.9% |
| 3Y | -14.5% | -3.9% | -10.6% | -14.1% |
| 5Y | +17.0% | +6.0% | +11.0% | +14.6% |
| 10Y | +560.0% | +223.7% | +336.3% | +371.6% |
| All | +4,901.1% | +1,483.4% | +3,417.8% | +946.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling