+26.8%
PH vs SNAP
-25.5%
+52.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | -10.8% | +1.9% | -12.7% | -11.1% |
| 3M | +8.5% | -3.9% | +12.3% | +8.6% |
| 6M | +3.9% | +5.2% | -1.3% | +1.6% |
| YTD | +9.4% | -32.7% | +42.1% | +14.3% |
| 1Y | +26.8% | -24.8% | +51.6% | +30.7% |
| All | +26.8% | -25.5% | +52.3% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling