-4.4%
PEP vs SNAP
-52.9%
+48.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | +0.3% |
| 7D | +1.1% | -9.8% | +10.9% | +0.9% |
| 30D | +13.6% | -18.2% | +31.8% | +13.4% |
| 3M | +5.1% | -3.1% | +8.2% | +5.1% |
| 6M | -1.6% | -7.1% | +5.5% | -1.8% |
| YTD | +3.3% | -33.8% | +37.2% | +2.7% |
| 1Y | +3.2% | -39.0% | +42.3% | +2.5% |
| All | -4.4% | -52.9% | +48.5% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling