+40.9%
PFE vs SNAP
-78.8%
+119.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.0% | +11.1% | -2.5% |
| 7D | -0.2% | -10.4% | +10.2% | +0.1% |
| 30D | +8.7% | -11.9% | +20.6% | +9.0% |
| 3M | +15.8% | -4.5% | +20.3% | +15.8% |
| 6M | +16.8% | -16.7% | +33.5% | +17.2% |
| YTD | +26.2% | -36.9% | +63.1% | +27.4% |
| 1Y | +29.9% | -30.3% | +60.2% | +30.7% |
| 3Y | +15.9% | -52.5% | +68.4% | +16.5% |
| 5Y | -20.6% | -90.4% | +69.8% | -18.4% |
| All | +40.9% | -78.8% | +119.7% | +31.2% |
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 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