-79.7%
SNAP vs PEG
+124.7%
-204.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | -7.1% | -2.3% | -4.9% | -6.3% |
| 30D | -14.6% | +1.2% | -15.8% | -15.2% |
| 3M | -5.0% | -2.4% | -2.6% | -4.4% |
| 6M | -18.8% | -6.9% | -12.0% | -17.1% |
| YTD | -38.5% | -7.2% | -31.3% | -37.4% |
| 1Y | -38.1% | -8.9% | -29.2% | -36.5% |
| 3Y | -53.8% | +27.1% | -80.9% | -59.1% |
| 5Y | -90.7% | +33.8% | -124.5% | -92.0% |
| All | -79.7% | +124.7% | -204.4% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling