-79.4%
SNAP vs PFG
+159.6%
-239.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | -0.4% |
| 7D | -7.3% | +2.3% | -9.6% | -8.2% |
| 30D | -18.9% | +7.6% | -26.5% | -21.9% |
| 3M | -5.3% | +2.5% | -7.8% | -6.6% |
| 6M | -16.9% | +16.6% | -33.6% | -24.1% |
| YTD | -37.4% | +34.1% | -71.5% | -47.0% |
| 1Y | -38.5% | +44.1% | -82.5% | -50.0% |
| 3Y | -55.1% | +86.3% | -141.3% | -67.8% |
| 5Y | -90.8% | +101.6% | -192.4% | -93.5% |
| All | -79.4% | +159.6% | -239.0% | -88.1% |
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