+37.8%
PFE vs SNAP
-79.0%
+116.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.6% |
| 7D | -4.7% | -7.3% | +2.6% | -4.5% |
| 30D | +3.4% | -18.9% | +22.3% | +4.0% |
| 3M | +9.2% | -5.3% | +14.5% | +9.3% |
| 6M | +15.8% | -16.9% | +32.8% | +16.2% |
| YTD | +23.4% | -37.4% | +60.9% | +24.7% |
| 1Y | +25.8% | -38.5% | +64.3% | +27.1% |
| 3Y | +17.8% | -55.1% | +72.9% | +18.6% |
| 5Y | -20.2% | -90.8% | +70.6% | -17.8% |
| All | +37.8% | -79.0% | +116.8% | +28.4% |
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