+35.6%
PFE vs SNAP
-22.3%
+57.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +2.4% |
| 7D | +4.6% | -0.7% | +5.2% | +4.6% |
| 30D | +12.3% | +5.5% | +6.8% | +12.0% |
| 3M | +21.2% | +2.2% | +18.9% | +20.8% |
| 6M | +21.1% | -4.1% | +25.1% | +20.4% |
| YTD | +30.0% | -26.6% | +56.7% | +31.1% |
| 1Y | +35.6% | -20.7% | +56.3% | +36.0% |
| All | +35.6% | -22.3% | +57.9% | +36.0% |
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 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