+37.3%
PCAR vs SNAP
-55.0%
+92.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.5% |
| 7D | +2.9% | -7.3% | +10.2% | +3.6% |
| 30D | -2.1% | -18.9% | +16.8% | -0.3% |
| 3M | -20.4% | -5.3% | -15.1% | -20.3% |
| 6M | -7.0% | -16.9% | +10.0% | -6.0% |
| YTD | -2.6% | -37.4% | +34.8% | +0.5% |
| 1Y | +9.8% | -38.5% | +48.3% | +13.5% |
| 3Y | +37.3% | -55.1% | +92.3% | +29.4% |
| All | +37.3% | -55.0% | +92.2% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling