-78.5%
SNAP vs PBR
+523.0%
-601.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.5% |
| 7D | +6.0% | -1.0% | +7.1% | +6.2% |
| 30D | -13.8% | -29.3% | +15.5% | -8.6% |
| 3M | -0.8% | +5.5% | -6.3% | -2.7% |
| 6M | -6.2% | -2.9% | -3.3% | -7.0% |
| YTD | -34.8% | +61.5% | -96.3% | -42.2% |
| 1Y | -38.7% | +46.9% | -85.5% | -44.7% |
| 3Y | -53.5% | +66.4% | -119.9% | -59.6% |
| 5Y | -90.2% | +460.3% | -550.5% | -93.7% |
| All | -78.5% | +523.0% | -601.5% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling