+117.4%
PM vs SNAP
-92.8%
+210.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.1% | -2.0% |
| 7D | -4.9% | +0.7% | -5.6% | -4.9% |
| 30D | -3.4% | +2.6% | -6.0% | -3.4% |
| 3M | +5.2% | -9.9% | +15.1% | +5.2% |
| 6M | +3.7% | +1.9% | +1.8% | +3.7% |
| YTD | +15.8% | -32.2% | +48.0% | +15.9% |
| 1Y | +17.4% | -22.8% | +40.2% | +17.4% |
| 3Y | +116.9% | -47.6% | +164.5% | +115.7% |
| All | +117.4% | -92.8% | +210.2% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling