+228.6%
PCAR vs SNAP
-78.8%
+307.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.0% | +12.5% | -0.6% |
| 7D | +2.2% | -10.4% | +12.5% | +2.9% |
| 30D | -4.4% | -11.9% | +7.5% | -3.7% |
| 3M | -21.4% | -4.5% | -16.9% | -21.4% |
| 6M | -7.3% | -16.7% | +9.4% | -6.7% |
| YTD | -3.8% | -36.9% | +33.2% | -1.6% |
| 1Y | +6.3% | -30.3% | +36.6% | +7.8% |
| 3Y | +34.4% | -52.5% | +86.9% | +36.2% |
| 5Y | +109.2% | -90.4% | +199.6% | +123.6% |
| All | +228.6% | -78.8% | +307.4% | +200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling