+72.5%
PEP vs SNAP
-79.3%
+151.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.9% |
| 7D | +2.9% | -7.1% | +10.0% | +3.0% |
| 30D | +14.2% | -14.6% | +28.9% | +14.5% |
| 3M | +3.2% | -5.0% | +8.2% | +3.2% |
| 6M | -7.4% | -18.8% | +11.4% | -7.2% |
| YTD | +1.5% | -38.5% | +40.0% | +2.2% |
| 1Y | +3.9% | -38.1% | +42.0% | +4.5% |
| 3Y | -5.5% | -53.8% | +48.3% | -5.6% |
| 5Y | +0.1% | -90.7% | +90.8% | +3.1% |
| All | +72.5% | -79.3% | +151.8% | +60.2% |
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