-92.7%
SNAP vs PBR
+527.8%
-620.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -1.2% |
| 7D | +1.5% | +2.5% | -1.0% | +1.2% |
| 30D | +1.9% | +19.4% | -17.5% | -0.5% |
| 3M | -3.9% | +20.8% | -24.7% | -6.6% |
| 6M | +5.2% | +23.5% | -18.2% | +1.0% |
| YTD | -32.7% | +83.4% | -116.1% | -40.0% |
| 1Y | -24.8% | +77.6% | -102.3% | -32.7% |
| 3Y | -42.2% | +99.9% | -142.0% | -49.9% |
| 5Y | -92.7% | +567.7% | -660.4% | -95.5% |
| All | -92.7% | +527.8% | -620.5% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling