+1,536.6%
PWR vs SNAP
-78.1%
+1,614.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +11.3% | +6.0% | +5.2% | +10.7% |
| 30D | -8.9% | -13.8% | +4.9% | -7.7% |
| 3M | -10.5% | -0.8% | -9.7% | -10.8% |
| 6M | -22.2% | -6.2% | -15.9% | -22.3% |
| YTD | +42.7% | -34.8% | +77.6% | +46.6% |
| 1Y | +41.1% | -38.7% | +79.8% | +45.8% |
| 3Y | +242.7% | -53.5% | +296.2% | +251.6% |
| 5Y | +418.5% | -90.2% | +508.7% | +467.8% |
| All | +1,536.6% | -78.1% | +1,614.7% | +1,381.5% |
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 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