-55.1%
SNAP vs PTC
+30.6%
-85.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -7.3% | +0.8% | -8.1% | -7.6% |
| 30D | -18.9% | +0.7% | -19.7% | -19.1% |
| 3M | -5.3% | +32.6% | -37.9% | -15.4% |
| 6M | -16.9% | +33.6% | -50.5% | -26.6% |
| YTD | -37.4% | +12.4% | -49.9% | -39.8% |
| 1Y | -38.5% | +11.2% | -49.7% | -40.5% |
| 3Y | -55.1% | +31.7% | -86.7% | -67.3% |
| All | -55.1% | +30.6% | -85.6% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling