-78.2%
SNAP vs PNR
+101.5%
-179.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +7.0% |
| 7D | -9.8% | -3.7% | -6.0% | -7.7% |
| 30D | -18.2% | +33.1% | -51.4% | -30.9% |
| 3M | -3.1% | +3.7% | -6.8% | -6.0% |
| 6M | -7.1% | -7.7% | +0.6% | -5.2% |
| YTD | -33.8% | -32.4% | -1.4% | -19.3% |
| 1Y | -39.0% | -35.0% | -4.0% | -24.0% |
| 3Y | -52.8% | +17.1% | -69.9% | -58.2% |
| 5Y | -90.0% | +0.1% | -90.1% | -90.8% |
| All | -78.2% | +101.5% | -179.7% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling