-79.7%
SNAP vs PEGA
+47.3%
-127.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -0.9% |
| 7D | -7.1% | -4.5% | -2.6% | -4.9% |
| 30D | -14.6% | -5.7% | -9.0% | -12.0% |
| 3M | -5.0% | +2.6% | -7.5% | -6.3% |
| 6M | -18.8% | -10.6% | -8.2% | -15.7% |
| YTD | -38.5% | -45.5% | +6.9% | -20.0% |
| 1Y | -38.1% | -44.8% | +6.7% | -20.1% |
| 3Y | -53.8% | +45.5% | -99.3% | -69.2% |
| 5Y | -90.7% | -45.3% | -45.4% | -89.7% |
| All | -79.7% | +47.3% | -127.1% | -77.3% |
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