+141.0%
PH vs SNAP
-46.7%
+187.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.3% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -3.2% | +2.6% | -5.9% | -3.9% |
| 3M | +10.6% | -9.9% | +20.5% | +11.4% |
| 6M | -2.1% | +1.9% | -4.0% | -4.1% |
| YTD | +10.2% | -32.2% | +42.4% | +14.8% |
| 1Y | +28.2% | -22.8% | +51.1% | +30.2% |
| All | +141.0% | -46.7% | +187.8% | +122.8% |
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