-90.8%
SNAP vs PCOR
-7.6%
-83.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | +6.0% | +3.0% | +3.0% | +4.1% |
| 30D | -13.8% | +38.7% | -52.5% | -30.6% |
| 3M | -0.8% | +24.9% | -25.6% | -15.8% |
| 6M | -6.2% | +68.8% | -75.0% | -36.1% |
| YTD | -34.8% | +6.7% | -41.5% | -41.4% |
| 1Y | -38.7% | +3.0% | -41.7% | -43.5% |
| 3Y | -53.5% | +48.6% | -102.1% | -69.2% |
| 5Y | -90.2% | -12.7% | -77.5% | -92.2% |
| All | -90.8% | -7.6% | -83.2% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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