-77.8%
SNAP vs PFG
+158.9%
-236.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +1.5% | +6.0% | -4.5% | -1.8% |
| 30D | +1.9% | +2.2% | -0.3% | +0.5% |
| 3M | -3.9% | +10.4% | -14.3% | -9.5% |
| 6M | +5.2% | +27.8% | -22.5% | -8.6% |
| YTD | -32.7% | +33.6% | -66.4% | -43.0% |
| 1Y | -24.8% | +49.3% | -74.1% | -40.1% |
| 3Y | -42.2% | +69.7% | -111.9% | -56.6% |
| 5Y | -92.7% | +111.3% | -204.0% | -94.9% |
| All | -77.8% | +158.9% | -236.7% | -87.2% |
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