+188.8%
PM vs SNAP
-79.3%
+268.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +5.2% | -5.0% | +10.2% | +5.2% |
| 6M | +17.0% | -18.8% | +35.8% | +17.2% |
| YTD | +25.5% | -38.5% | +64.0% | +26.3% |
| 1Y | +35.5% | -38.1% | +73.6% | +36.3% |
| 3Y | +143.9% | -53.8% | +197.7% | +143.6% |
| 5Y | +161.8% | -90.7% | +252.5% | +169.2% |
| All | +188.8% | -79.3% | +268.2% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling