-20.7%
SNAP vs PNR
-31.2%
+10.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.3% | +2.6% | +5.1% |
| 7D | -0.7% | +11.9% | -12.6% | -3.3% |
| 30D | +5.5% | +37.1% | -31.6% | -3.2% |
| 3M | +2.2% | +5.7% | -3.5% | +2.4% |
| 6M | -4.1% | -5.7% | +1.6% | -1.1% |
| YTD | -26.6% | -29.8% | +3.2% | -13.2% |
| 1Y | -20.7% | -31.8% | +11.0% | -5.2% |
| All | -20.7% | -31.2% | +10.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling