-77.7%
SNAP vs PEG
+126.0%
-203.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +2.6% | -2.4% | +5.1% | +3.6% |
| 3M | -9.9% | -4.8% | -5.1% | -8.4% |
| 6M | +1.9% | -10.7% | +12.6% | +5.9% |
| YTD | -32.2% | -6.7% | -25.5% | -31.0% |
| 1Y | -22.8% | -6.8% | -16.0% | -21.5% |
| 3Y | -47.6% | +34.5% | -82.1% | -54.6% |
| 5Y | -92.7% | +35.8% | -128.5% | -93.8% |
| All | -77.7% | +126.0% | -203.6% | -83.8% |
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