-78.7%
SNAP vs PEGA
+45.8%
-124.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -3.3% |
| 7D | +2.6% | -4.6% | +7.1% | +4.7% |
| 30D | -19.6% | -6.8% | -12.8% | -16.7% |
| 3M | +0.4% | +2.6% | -2.2% | -1.3% |
| 6M | -5.9% | -5.4% | -0.6% | -5.2% |
| YTD | -35.3% | -46.0% | +10.7% | -15.5% |
| 1Y | -42.6% | -45.6% | +3.0% | -25.5% |
| 3Y | -53.9% | +43.2% | -97.0% | -69.1% |
| 5Y | -90.3% | -45.3% | -45.0% | -89.3% |
| All | -78.7% | +45.8% | -124.5% | -76.0% |
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