-77.5%
PCG vs SNAP
-77.2%
-0.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.5% | +2.7% |
| 7D | -13.9% | +0.7% | -14.6% | -14.0% |
| 30D | -16.9% | +2.6% | -19.5% | -17.2% |
| 3M | -14.7% | -9.9% | -4.9% | -14.5% |
| 6M | -23.8% | +1.9% | -25.7% | -24.6% |
| YTD | -10.5% | -32.2% | +21.7% | -8.8% |
| 1Y | -5.1% | -22.8% | +17.7% | -4.6% |
| 3Y | -11.6% | -47.6% | +36.0% | -11.8% |
| 5Y | +59.0% | -92.7% | +151.7% | +76.5% |
| All | -77.5% | -77.2% | -0.3% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling