+1.6%
PG vs SNAP
-40.1%
+41.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.6% |
| 7D | -0.8% | +3.8% | -4.6% | -0.8% |
| 30D | +0.8% | +9.2% | -8.4% | +0.9% |
| 3M | -1.3% | +6.6% | -7.9% | -1.3% |
| 6M | -3.8% | +16.9% | -20.7% | -3.5% |
| YTD | +3.6% | -29.6% | +33.2% | +3.0% |
| 1Y | -5.7% | -22.1% | +16.4% | -6.2% |
| 3Y | +1.6% | -39.8% | +41.4% | -2.5% |
| All | +1.6% | -40.1% | +41.7% | -2.5% |
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