-90.4%
SNAP vs PRU
+38.4%
-128.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.3% | -10.7% | -11.0% |
| 7D | -10.4% | +4.8% | -15.2% | -13.8% |
| 30D | -11.9% | +7.9% | -19.8% | -17.7% |
| 3M | -4.5% | +3.1% | -7.6% | -7.1% |
| 6M | -16.7% | +25.2% | -41.9% | -32.6% |
| YTD | -36.9% | +12.7% | -49.7% | -43.7% |
| 1Y | -30.3% | +23.5% | -53.8% | -43.0% |
| 3Y | -52.5% | +50.6% | -103.1% | -69.2% |
| 5Y | -90.4% | +40.9% | -131.3% | -92.9% |
| All | -90.4% | +38.4% | -128.8% | -92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling