-19.4%
PCG vs SNAP
-54.3%
+34.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -0.5% | -10.6% | +10.1% | -0.2% |
| 30D | +0.8% | -19.7% | +20.5% | +1.3% |
| 3M | -22.0% | -6.5% | -15.5% | -22.0% |
| 6M | -17.1% | -17.8% | +0.7% | -16.8% |
| YTD | -16.9% | -38.0% | +21.2% | -15.6% |
| 1Y | -19.1% | -42.5% | +23.4% | -17.6% |
| 3Y | -19.4% | -55.8% | +36.4% | -27.0% |
| All | -19.4% | -54.3% | +34.9% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling