-39.0%
SNAP vs PNR
-35.4%
-3.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.9% |
| 7D | -9.8% | -3.7% | -6.0% | -8.7% |
| 30D | -18.2% | +33.1% | -51.4% | -24.4% |
| 3M | -3.1% | +3.7% | -6.8% | -2.4% |
| 6M | -7.1% | -7.7% | +0.6% | -3.9% |
| YTD | -33.8% | -32.4% | -1.4% | -20.9% |
| 1Y | -39.0% | -35.0% | -4.0% | -26.2% |
| All | -39.0% | -35.4% | -3.7% | -26.2% |
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