+1,485.3%
PWR vs SNAP
-79.2%
+1,564.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -11.2% | -10.6% | -0.7% | -10.3% |
| 30D | -17.4% | -19.7% | +2.3% | -15.7% |
| 3M | -11.7% | -6.5% | -5.2% | -11.5% |
| 6M | -21.7% | -17.8% | -3.9% | -20.9% |
| YTD | +38.3% | -38.0% | +76.3% | +42.8% |
| 1Y | +29.6% | -42.5% | +72.0% | +34.7% |
| 3Y | +236.1% | -55.8% | +292.0% | +246.6% |
| 5Y | +406.3% | -90.5% | +496.9% | +456.6% |
| All | +1,485.3% | -79.2% | +1,564.5% | +1,342.2% |
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