-78.2%
SNAP vs PFG
+158.1%
-236.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.4% |
| 7D | -9.8% | -2.2% | -7.6% | -8.5% |
| 30D | -18.2% | +6.4% | -24.6% | -20.8% |
| 3M | -3.1% | +2.2% | -5.3% | -4.4% |
| 6M | -7.1% | +16.3% | -23.4% | -15.0% |
| YTD | -33.8% | +33.2% | -67.1% | -43.8% |
| 1Y | -39.0% | +40.6% | -79.6% | -49.8% |
| 3Y | -52.8% | +83.3% | -136.2% | -65.9% |
| 5Y | -90.0% | +97.7% | -187.7% | -92.8% |
| All | -78.2% | +158.1% | -236.3% | -87.3% |
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