+23.4%
PFE vs SNAP
-52.9%
+76.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | 0.0% |
| 7D | -3.0% | -9.8% | +6.8% | -2.5% |
| 30D | +5.2% | -18.2% | +23.4% | +6.1% |
| 3M | +12.2% | -3.1% | +15.3% | +12.2% |
| 6M | +17.8% | -7.1% | +24.9% | +17.6% |
| YTD | +26.2% | -33.8% | +60.0% | +27.6% |
| 1Y | +23.2% | -39.0% | +62.2% | +25.1% |
| All | +23.4% | -52.9% | +76.2% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling