+107.0%
PG vs SNAP
-77.4%
+184.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -0.4% | +1.5% | -1.9% | -0.5% |
| 30D | -0.1% | +1.9% | -2.0% | -0.2% |
| 3M | +1.1% | -3.9% | +5.0% | +1.1% |
| 6M | -3.8% | +5.2% | -9.0% | -4.0% |
| YTD | +3.8% | -32.7% | +36.6% | +4.2% |
| 1Y | -5.8% | -24.8% | +19.0% | -5.7% |
| 3Y | +3.0% | -42.2% | +45.2% | +2.5% |
| 5Y | +14.5% | -92.7% | +107.2% | +17.4% |
| All | +107.0% | -77.4% | +184.4% | +94.9% |
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