-78.3%
SNAP vs PNR
+66.3%
-144.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.1% |
| 7D | -5.0% | -3.9% | -1.1% | -2.9% |
| 30D | -0.7% | -13.8% | +13.1% | +7.8% |
| 3M | -5.0% | -22.5% | +17.5% | +8.2% |
| 6M | +3.5% | -37.2% | +40.7% | +32.5% |
| YTD | -34.2% | -44.2% | +10.0% | -9.8% |
| 1Y | -27.1% | -46.6% | +19.6% | +2.6% |
| 3Y | -43.5% | -12.5% | -30.9% | -40.5% |
| 5Y | -92.9% | -19.3% | -73.5% | -92.6% |
| All | -78.3% | +66.3% | -144.6% | -83.9% |
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