-79.5%
PCG vs SNAP
-79.3%
-0.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.8% |
| 7D | -1.6% | -7.1% | +5.5% | -1.1% |
| 30D | +1.4% | -14.6% | +16.0% | +2.4% |
| 3M | -23.4% | -5.0% | -18.4% | -23.4% |
| 6M | -19.4% | -18.8% | -0.6% | -18.8% |
| YTD | -18.5% | -38.5% | +20.0% | -16.5% |
| 1Y | -19.5% | -38.1% | +18.5% | -17.7% |
| 3Y | -21.0% | -53.8% | +32.8% | -20.4% |
| 5Y | +13.7% | -90.7% | +104.4% | +23.5% |
| All | -79.5% | -79.3% | -0.2% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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