+75.3%
PEP vs SNAP
-79.2%
+154.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +4.6% | -10.6% | +15.2% | +4.8% |
| 30D | +14.0% | -19.7% | +33.7% | +14.5% |
| 3M | +5.4% | -6.5% | +11.9% | +5.4% |
| 6M | -5.1% | -17.8% | +12.6% | -5.0% |
| YTD | +3.1% | -38.0% | +41.2% | +3.8% |
| 1Y | +4.8% | -42.5% | +47.2% | +5.6% |
| 3Y | -4.1% | -55.8% | +51.7% | -4.1% |
| 5Y | +3.0% | -90.5% | +93.5% | +6.0% |
| All | +75.3% | -79.2% | +154.4% | +62.7% |
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