-90.4%
SNAP vs PCOR
-22.6%
-67.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | 0.0% | -14.0% | -14.0% |
| 7D | -10.4% | +23.7% | -34.1% | -23.0% |
| 30D | -11.9% | +39.0% | -50.9% | -29.9% |
| 3M | -4.5% | +35.8% | -40.3% | -24.1% |
| 6M | -16.7% | +38.2% | -54.9% | -36.0% |
| YTD | -36.9% | +3.9% | -40.9% | -42.6% |
| 1Y | -30.3% | +5.7% | -35.9% | -37.3% |
| 3Y | -52.5% | +44.8% | -97.3% | -69.3% |
| 5Y | -90.4% | -19.8% | -70.6% | -92.6% |
| All | -90.4% | -22.6% | -67.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling