+73.2%
PEP vs SNAP
-79.0%
+152.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.3% |
| 7D | +1.0% | -7.3% | +8.4% | +1.2% |
| 30D | +12.6% | -18.9% | +31.6% | +13.1% |
| 3M | +3.1% | -5.3% | +8.4% | +3.1% |
| 6M | -6.3% | -16.9% | +10.7% | -6.1% |
| YTD | +1.9% | -37.4% | +39.3% | +2.5% |
| 1Y | +3.3% | -38.5% | +41.8% | +4.0% |
| 3Y | -4.8% | -55.1% | +50.2% | -4.9% |
| 5Y | +2.0% | -90.8% | +92.8% | +5.2% |
| All | +73.2% | -79.0% | +152.1% | +60.7% |
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