-21.5%
PFE vs SNAP
-90.7%
+69.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -1.6% |
| 7D | -3.7% | -7.1% | +3.4% | -3.5% |
| 30D | +5.0% | -14.6% | +19.6% | +5.4% |
| 3M | +12.2% | -5.0% | +17.2% | +12.2% |
| 6M | +14.6% | -18.8% | +33.4% | +15.0% |
| YTD | +24.1% | -38.5% | +62.7% | +25.2% |
| 1Y | +26.6% | -38.1% | +64.6% | +27.7% |
| 3Y | +14.3% | -53.8% | +68.1% | +14.9% |
| All | -21.5% | -90.7% | +69.2% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling