+189.0%
PM vs SNAP
-77.7%
+266.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +1.0% |
| 7D | -7.1% | -9.8% | +2.7% | -6.9% |
| 30D | -2.8% | -18.2% | +15.4% | -2.5% |
| 3M | +6.3% | -3.1% | +9.4% | +6.3% |
| 6M | +9.6% | -7.1% | +16.8% | +9.6% |
| YTD | +25.6% | -33.8% | +59.4% | +26.2% |
| 1Y | +29.7% | -39.0% | +68.7% | +30.5% |
| 3Y | +147.6% | -52.8% | +200.4% | +147.3% |
| 5Y | +160.1% | -90.0% | +250.1% | +167.1% |
| All | +189.0% | -77.7% | +266.8% | +164.3% |
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 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