-91.1%
SNAP vs PCOR
-10.0%
-81.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | 0.0% | -14.0% | -14.0% |
| 7D | -10.4% | +23.7% | -34.1% | -22.6% |
| 30D | -11.9% | +39.0% | -50.9% | -29.3% |
| 3M | -4.5% | +35.8% | -40.3% | -23.5% |
| 6M | -16.7% | +38.2% | -54.9% | -35.3% |
| YTD | -36.9% | +3.9% | -40.9% | -42.4% |
| 1Y | -30.3% | +5.7% | -35.9% | -37.0% |
| 3Y | -52.5% | +44.8% | -97.3% | -68.2% |
| 5Y | -90.4% | -19.8% | -70.6% | -92.1% |
| All | -91.1% | -10.0% | -81.1% | -92.6% |
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