-79.6%
SNAP vs PRU
+68.6%
-148.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -10.6% | +3.8% | -14.3% | -12.1% |
| 30D | -19.7% | +9.0% | -28.8% | -23.2% |
| 3M | -6.5% | +2.1% | -8.7% | -7.4% |
| 6M | -17.8% | +25.4% | -43.2% | -27.1% |
| YTD | -38.0% | +13.5% | -51.6% | -41.9% |
| 1Y | -42.5% | +21.3% | -63.8% | -48.0% |
| 3Y | -55.8% | +55.1% | -110.9% | -64.4% |
| 5Y | -90.5% | +43.6% | -134.1% | -92.0% |
| All | -79.6% | +68.6% | -148.2% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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