+17.4%
PM vs SNAP
-24.3%
+41.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -2.2% |
| 7D | -4.9% | +0.7% | -5.6% | -4.8% |
| 30D | -3.4% | +2.6% | -6.0% | -3.1% |
| 3M | +5.2% | -9.9% | +15.1% | +4.6% |
| 6M | +3.7% | +1.9% | +1.8% | +4.0% |
| YTD | +15.8% | -32.2% | +48.0% | +12.5% |
| 1Y | +17.4% | -22.8% | +40.2% | +15.3% |
| All | +17.4% | -24.3% | +41.7% | +15.3% |
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