+191.3%
PM vs SNAP
-79.3%
+270.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.8% |
| 7D | -5.2% | -7.1% | +1.9% | -5.1% |
| 30D | +2.7% | -14.6% | +17.3% | +2.9% |
| 3M | +6.1% | -5.0% | +11.1% | +6.1% |
| 6M | +18.0% | -18.8% | +36.8% | +18.2% |
| YTD | +26.6% | -38.5% | +65.1% | +27.4% |
| 1Y | +36.7% | -38.1% | +74.8% | +37.5% |
| 3Y | +146.0% | -53.8% | +199.8% | +145.6% |
| 5Y | +164.1% | -90.7% | +254.8% | +171.5% |
| All | +191.3% | -79.3% | +270.6% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling