-52.6%
SNAP vs PRU
+50.4%
-102.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.3% | -10.7% | -11.3% |
| 7D | -10.4% | +4.8% | -15.2% | -13.3% |
| 30D | -11.9% | +7.9% | -19.8% | -17.0% |
| 3M | -4.5% | +3.1% | -7.6% | -6.7% |
| 6M | -16.7% | +25.2% | -41.9% | -30.7% |
| YTD | -36.9% | +12.7% | -49.7% | -43.0% |
| 1Y | -30.3% | +23.5% | -53.8% | -41.5% |
| All | -52.6% | +50.4% | -102.9% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling