-53.8%
SNAP vs PCOR
+43.8%
-97.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -7.1% | +22.7% | -29.8% | -17.0% |
| 30D | -14.6% | +37.5% | -52.1% | -28.0% |
| 3M | -5.0% | +35.2% | -40.2% | -20.3% |
| 6M | -18.8% | +42.2% | -61.1% | -34.6% |
| YTD | -38.5% | +3.6% | -42.1% | -41.6% |
| 1Y | -38.1% | -4.8% | -33.3% | -38.0% |
| 3Y | -53.8% | +48.3% | -102.1% | -64.2% |
| All | -53.8% | +43.8% | -97.6% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling