-53.8%
SNAP vs PRU
+46.4%
-100.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | +0.1% | -0.4% |
| 7D | -7.1% | +2.4% | -9.5% | -8.4% |
| 30D | -14.6% | +6.1% | -20.8% | -18.4% |
| 3M | -5.0% | -0.7% | -4.3% | -4.2% |
| 6M | -18.8% | +22.1% | -40.9% | -31.1% |
| YTD | -38.5% | +9.8% | -48.3% | -43.2% |
| 1Y | -38.1% | +19.4% | -57.4% | -46.6% |
| 3Y | -53.8% | +50.4% | -104.1% | -57.4% |
| All | -53.8% | +46.4% | -100.2% | -57.4% |
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