-43.7%
SNAP vs PBR
+97.2%
-140.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | -0.7% | +17.5% | -18.3% | -2.5% |
| 3M | -5.0% | +20.9% | -25.9% | -7.3% |
| 6M | +3.5% | +20.2% | -16.7% | -0.5% |
| YTD | -34.2% | +84.3% | -118.5% | -43.2% |
| 1Y | -27.1% | +77.1% | -104.2% | -36.7% |
| All | -43.7% | +97.2% | -140.9% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling