+9.3%
PCAR vs SNAP
-39.9%
+49.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +3.5% | -10.6% | +14.0% | +4.6% |
| 30D | -2.3% | -19.7% | +17.5% | -0.4% |
| 3M | -19.3% | -6.5% | -12.8% | -19.2% |
| 6M | -7.1% | -17.8% | +10.6% | -6.0% |
| YTD | -2.8% | -38.0% | +35.3% | +2.8% |
| 1Y | +9.3% | -42.5% | +51.7% | +18.4% |
| All | +9.3% | -39.9% | +49.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling