-38.7%
SNAP vs PEGA
-44.6%
+5.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.2% |
| 7D | +6.0% | +0.1% | +6.0% | +5.9% |
| 30D | -13.8% | -4.1% | -9.6% | -12.0% |
| 3M | -0.8% | -2.8% | +2.1% | +0.4% |
| 6M | -6.2% | -0.4% | -5.8% | -7.0% |
| YTD | -34.8% | -45.4% | +10.6% | -17.8% |
| 1Y | -38.7% | -42.6% | +3.9% | -24.8% |
| All | -38.7% | -44.6% | +5.9% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling