+4.9%
PEP vs SNAP
-40.7%
+45.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.0% | +14.2% | 0.0% |
| 7D | +6.7% | -10.4% | +17.1% | +6.5% |
| 30D | +13.5% | -11.9% | +25.5% | +13.3% |
| 3M | +3.9% | -4.5% | +8.4% | +3.8% |
| 6M | -6.0% | -16.7% | +10.7% | -7.4% |
| YTD | +2.5% | -36.9% | +39.4% | -4.3% |
| All | +4.9% | -40.7% | +45.6% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling