-78.2%
SNAP vs PTC
+252.1%
-330.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | -9.8% | +0.5% | -10.3% | -10.0% |
| 30D | -18.2% | +0.9% | -19.1% | -18.6% |
| 3M | -3.1% | +30.4% | -33.5% | -21.0% |
| 6M | -7.1% | +34.4% | -41.5% | -26.9% |
| YTD | -33.8% | +12.6% | -46.4% | -41.8% |
| 1Y | -39.0% | +10.2% | -49.2% | -45.7% |
| 3Y | -52.8% | +29.4% | -82.2% | -64.2% |
| 5Y | -90.0% | +63.7% | -153.7% | -93.4% |
| All | -78.2% | +252.1% | -330.3% | -89.7% |
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