+18.9%
PFE vs SNAP
-41.1%
+60.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -2.1% | +2.6% | -4.7% | -2.2% |
| 30D | +3.1% | -19.6% | +22.7% | +4.0% |
| 3M | +11.2% | +0.4% | +10.8% | +11.0% |
| 6M | +15.0% | -5.9% | +21.0% | +14.6% |
| YTD | +23.5% | -35.3% | +58.9% | +24.3% |
| 1Y | +18.9% | -42.6% | +61.5% | +24.4% |
| All | +18.9% | -41.1% | +60.0% | +24.4% |
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 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