+232.5%
PCAR vs SNAP
-79.0%
+311.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.5% |
| 7D | +2.9% | -7.3% | +10.2% | +3.4% |
| 30D | -2.1% | -18.9% | +16.8% | -0.8% |
| 3M | -20.4% | -5.3% | -15.1% | -20.3% |
| 6M | -7.0% | -16.9% | +10.0% | -6.3% |
| YTD | -2.6% | -37.4% | +34.8% | -0.4% |
| 1Y | +9.8% | -38.5% | +48.3% | +12.4% |
| 3Y | +37.3% | -55.1% | +92.3% | +39.6% |
| 5Y | +116.4% | -90.8% | +207.2% | +131.9% |
| All | +232.5% | -79.0% | +311.5% | +204.2% |
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