-79.4%
SNAP vs PEG
+132.1%
-211.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +0.5% |
| 7D | -7.3% | +0.9% | -8.2% | -7.7% |
| 30D | -18.9% | +3.8% | -22.7% | -20.3% |
| 3M | -5.3% | +0.1% | -5.3% | -5.5% |
| 6M | -16.9% | -1.0% | -16.0% | -17.2% |
| YTD | -37.4% | -4.1% | -33.3% | -37.1% |
| 1Y | -38.5% | -6.9% | -31.6% | -37.4% |
| 3Y | -55.1% | +35.6% | -90.7% | -61.2% |
| 5Y | -90.8% | +42.8% | -133.5% | -92.3% |
| All | -79.4% | +132.1% | -211.5% | -85.2% |
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