-90.4%
SNAP vs PCOR
-30.9%
-59.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.2% | -1.3% |
| 7D | +0.7% | -9.0% | +9.7% | +7.0% |
| 30D | +2.6% | +4.2% | -1.5% | -0.9% |
| 3M | -9.9% | +14.4% | -24.3% | -19.0% |
| 6M | +1.9% | +0.2% | +1.7% | -3.4% |
| YTD | -32.2% | -20.3% | -12.0% | -25.5% |
| 1Y | -22.8% | -16.1% | -6.7% | -18.2% |
| 3Y | -47.6% | -14.7% | -32.9% | -49.8% |
| 5Y | -92.7% | -43.2% | -49.6% | -92.6% |
| All | -90.4% | -30.9% | -59.5% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling