+1,370.5%
PWR vs SNAP
-79.3%
+1,449.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.8% | +6.5% |
| 7D | -12.9% | -7.1% | -5.7% | -12.2% |
| 30D | -22.8% | -14.6% | -8.2% | -21.8% |
| 3M | -19.0% | -5.0% | -14.0% | -19.0% |
| 6M | -31.1% | -18.8% | -12.3% | -30.3% |
| YTD | +28.3% | -38.5% | +66.8% | +32.5% |
| 1Y | +22.2% | -38.1% | +60.3% | +26.1% |
| 3Y | +222.2% | -53.8% | +276.0% | +230.9% |
| 5Y | +364.2% | -90.7% | +454.8% | +410.7% |
| All | +1,370.5% | -79.3% | +1,449.8% | +1,238.6% |
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