-91.3%
SNAP vs PCOR
-10.3%
-81.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.3% |
| 7D | -7.1% | +22.7% | -29.8% | -19.3% |
| 30D | -14.6% | +37.5% | -52.1% | -31.0% |
| 3M | -5.0% | +35.2% | -40.2% | -23.6% |
| 6M | -18.8% | +42.2% | -61.1% | -38.2% |
| YTD | -38.5% | +3.6% | -42.1% | -43.7% |
| 1Y | -38.1% | -4.8% | -33.3% | -39.9% |
| 3Y | -53.8% | +48.3% | -102.1% | -69.6% |
| 5Y | -90.7% | -20.1% | -70.6% | -92.2% |
| All | -91.3% | -10.3% | -81.0% | -92.7% |
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