-77.7%
SNAP vs PEGA
+69.9%
-147.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.6% |
| 7D | +0.7% | +3.3% | -2.6% | -0.8% |
| 30D | +2.6% | +17.7% | -15.1% | -5.4% |
| 3M | -9.9% | +5.8% | -15.7% | -13.4% |
| 6M | +1.9% | -20.3% | +22.1% | +11.4% |
| YTD | -32.2% | -37.1% | +4.9% | -17.7% |
| 1Y | -22.8% | -30.2% | +7.4% | -12.1% |
| 3Y | -47.6% | +48.1% | -95.7% | -65.0% |
| 5Y | -92.7% | -46.8% | -45.9% | -91.8% |
| All | -77.7% | +69.9% | -147.5% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling