-42.2%
SNAP vs PNR
-11.7%
-30.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.9% |
| 7D | +1.5% | -3.0% | +4.5% | +3.4% |
| 30D | +1.9% | -14.9% | +16.8% | +12.3% |
| 3M | -3.9% | -19.0% | +15.1% | +7.2% |
| 6M | +5.2% | -35.9% | +41.2% | +37.4% |
| YTD | -32.7% | -43.1% | +10.4% | -4.5% |
| 1Y | -24.8% | -46.4% | +21.6% | +11.6% |
| 3Y | -42.2% | -10.8% | -31.3% | -45.5% |
| All | -42.2% | -11.7% | -30.5% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling