+132.9%
PH vs SNAP
-53.8%
+186.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.4% | +3.2% |
| 7D | +2.0% | -7.1% | +9.1% | +2.8% |
| 30D | -3.7% | -14.6% | +11.0% | -2.1% |
| 3M | -14.0% | -5.0% | -9.1% | -14.1% |
| 6M | +2.1% | -18.8% | +20.9% | +3.6% |
| YTD | +5.1% | -38.5% | +43.6% | +10.2% |
| 1Y | +10.9% | -38.1% | +49.0% | +16.0% |
| 3Y | +132.9% | -53.8% | +186.7% | +129.9% |
| All | +132.9% | -53.8% | +186.8% | +129.9% |
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 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