-78.7%
SNAP vs PEG
+131.4%
-210.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.5% |
| 7D | +2.6% | +2.3% | +0.2% | +1.6% |
| 30D | -19.6% | +6.1% | -25.7% | -21.6% |
| 3M | +0.4% | -0.5% | +0.9% | +0.3% |
| 6M | -5.9% | -3.2% | -2.8% | -5.3% |
| YTD | -35.3% | -4.4% | -30.9% | -34.9% |
| 1Y | -42.6% | -7.4% | -35.2% | -41.5% |
| 3Y | -53.9% | +33.9% | -87.8% | -60.0% |
| 5Y | -90.3% | +42.3% | -132.6% | -91.9% |
| All | -78.7% | +131.4% | -210.1% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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