-79.2%
SNAP vs PRU
+67.5%
-146.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.3% | -10.7% | -12.2% |
| 7D | -10.4% | +4.8% | -15.2% | -12.3% |
| 30D | -11.9% | +7.9% | -19.8% | -15.3% |
| 3M | -4.5% | +3.1% | -7.6% | -5.9% |
| 6M | -16.7% | +25.2% | -41.9% | -26.1% |
| YTD | -36.9% | +12.7% | -49.7% | -40.6% |
| 1Y | -30.3% | +23.5% | -53.8% | -37.5% |
| 3Y | -52.5% | +50.6% | -103.1% | -61.2% |
| 5Y | -90.4% | +40.9% | -131.3% | -91.8% |
| All | -79.2% | +67.5% | -146.7% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling