+222.2%
PWR vs SNAP
-53.8%
+276.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.8% | +6.6% |
| 7D | -12.9% | -7.1% | -5.7% | -12.0% |
| 30D | -22.8% | -14.6% | -8.2% | -21.4% |
| 3M | -19.0% | -5.0% | -14.0% | -18.9% |
| 6M | -31.1% | -18.8% | -12.3% | -29.9% |
| YTD | +28.3% | -38.5% | +66.8% | +34.8% |
| 1Y | +22.2% | -38.1% | +60.3% | +28.2% |
| 3Y | +222.2% | -53.8% | +276.0% | +201.9% |
| All | +222.2% | -53.8% | +276.0% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling