+38.2%
PFE vs SNAP
-78.1%
+116.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -1.7% | +6.0% | -7.7% | -1.9% |
| 30D | +0.3% | -13.8% | +14.1% | +0.8% |
| 3M | +9.4% | -0.8% | +10.1% | +9.2% |
| 6M | +14.9% | -6.2% | +21.1% | +14.8% |
| YTD | +23.8% | -34.8% | +58.6% | +24.9% |
| 1Y | +19.5% | -38.7% | +58.2% | +20.8% |
| 3Y | +21.0% | -53.5% | +74.5% | +21.7% |
| 5Y | -23.9% | -90.2% | +66.3% | -21.8% |
| All | +38.2% | -78.1% | +116.3% | +28.5% |
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