-20.7%
PFE vs SNAP
-92.8%
+72.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -1.1% |
| 7D | +1.8% | +0.7% | +1.0% | +1.7% |
| 30D | +10.2% | +2.6% | +7.6% | +10.1% |
| 3M | +12.7% | -9.9% | +22.6% | +12.8% |
| 6M | +10.5% | +1.9% | +8.7% | +10.1% |
| YTD | +20.2% | -32.2% | +52.4% | +21.0% |
| 1Y | +24.1% | -22.8% | +46.9% | +24.3% |
| 3Y | -3.6% | -47.6% | +44.0% | -3.4% |
| All | -20.7% | -92.8% | +72.1% | -22.2% |
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