-79.6%
SNAP vs PFG
+161.0%
-240.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | -10.6% | +3.0% | -13.5% | -11.7% |
| 30D | -19.7% | +8.2% | -27.9% | -22.9% |
| 3M | -6.5% | +2.7% | -9.2% | -8.0% |
| 6M | -17.8% | +17.2% | -35.0% | -25.1% |
| YTD | -38.0% | +34.8% | -72.8% | -47.7% |
| 1Y | -42.5% | +43.6% | -86.0% | -53.1% |
| 3Y | -55.8% | +85.4% | -141.3% | -68.3% |
| 5Y | -90.5% | +102.2% | -192.7% | -93.3% |
| All | -79.6% | +161.0% | -240.6% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling