+34.1%
PFE vs SNAP
-77.2%
+111.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.9% |
| 6M | +10.5% | +1.9% | +8.7% | +10.1% |
| YTD | +20.2% | -32.2% | +52.4% | +21.2% |
| 1Y | +24.1% | -22.8% | +46.9% | +24.4% |
| 3Y | -3.6% | -47.6% | +44.0% | -3.4% |
| 5Y | -20.9% | -92.7% | +71.9% | -17.9% |
| All | +34.1% | -77.2% | +111.4% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling