-27.1%
SNAP vs PNR
-47.2%
+20.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -5.0% | -3.9% | -1.1% | -3.6% |
| 30D | -0.7% | -13.8% | +13.1% | +5.1% |
| 3M | -5.0% | -22.5% | +17.5% | +3.3% |
| 6M | +3.5% | -37.2% | +40.7% | +24.8% |
| YTD | -34.2% | -44.2% | +10.0% | -15.0% |
| 1Y | -27.1% | -46.6% | +19.6% | -0.4% |
| All | -27.1% | -47.2% | +20.2% | -0.4% |
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