+4.7%
PEP vs SNAP
-92.8%
+97.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | -0.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | +0.2% | +2.6% | -2.4% | +0.2% |
| 3M | -1.1% | -9.9% | +8.8% | -1.2% |
| 6M | -13.5% | +1.9% | -15.3% | -13.5% |
| YTD | -1.2% | -32.2% | +31.0% | -1.2% |
| 1Y | -1.6% | -22.8% | +21.3% | -1.7% |
| 3Y | -12.5% | -47.6% | +35.1% | -13.1% |
| All | +4.7% | -92.8% | +97.5% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling