-53.5%
SNAP vs PEG
+36.1%
-89.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.3% |
| 7D | +6.0% | +4.5% | +1.5% | +4.6% |
| 30D | -13.8% | +7.5% | -21.3% | -15.8% |
| 3M | -0.8% | +0.8% | -1.6% | -1.2% |
| 6M | -6.2% | 0.0% | -6.3% | -6.8% |
| YTD | -34.8% | -3.0% | -31.8% | -34.9% |
| 1Y | -38.7% | -4.7% | -33.9% | -38.3% |
| 3Y | -53.5% | +36.5% | -89.9% | -60.6% |
| All | -53.5% | +36.1% | -89.6% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling