+236.5%
PCAR vs SNAP
-78.1%
+314.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +4.9% | +6.0% | -1.1% | +4.5% |
| 30D | -1.4% | -13.8% | +12.3% | -0.5% |
| 3M | -18.1% | -0.8% | -17.4% | -18.3% |
| 6M | -4.0% | -6.2% | +2.2% | -4.1% |
| YTD | -1.5% | -34.8% | +33.4% | +0.5% |
| 1Y | +13.2% | -38.7% | +51.9% | +15.9% |
| 3Y | +35.8% | -53.5% | +89.2% | +37.8% |
| 5Y | +114.6% | -90.2% | +204.8% | +129.0% |
| All | +236.5% | -78.1% | +314.6% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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