-79.4%
SNAP vs PTC
+251.7%
-331.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -7.3% | +0.8% | -8.1% | -7.7% |
| 30D | -18.9% | +0.7% | -19.7% | -19.3% |
| 3M | -5.3% | +32.6% | -37.9% | -23.6% |
| 6M | -16.9% | +33.6% | -50.5% | -34.3% |
| YTD | -37.4% | +12.4% | -49.9% | -44.9% |
| 1Y | -38.5% | +11.2% | -49.7% | -45.5% |
| 3Y | -55.1% | +31.7% | -86.7% | -66.3% |
| 5Y | -90.8% | +60.1% | -150.9% | -93.8% |
| All | -79.4% | +251.7% | -331.0% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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