-78.3%
SNAP vs PBR
+611.0%
-689.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -0.7% | +17.5% | -18.3% | -3.8% |
| 3M | -5.0% | +20.9% | -25.9% | -8.8% |
| 6M | +3.5% | +20.2% | -16.7% | -1.3% |
| YTD | -34.2% | +84.3% | -118.5% | -42.7% |
| 1Y | -27.1% | +77.1% | -104.2% | -36.1% |
| 3Y | -43.5% | +100.8% | -144.3% | -52.3% |
| 5Y | -92.9% | +556.1% | -649.0% | -95.5% |
| All | -78.3% | +611.0% | -689.3% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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