-39.0%
SNAP vs PFG
+41.5%
-80.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.5% |
| 7D | -9.8% | -2.2% | -7.6% | -8.2% |
| 30D | -18.2% | +6.4% | -24.6% | -20.7% |
| 3M | -3.1% | +2.2% | -5.3% | -4.2% |
| 6M | -7.1% | +16.3% | -23.4% | -18.1% |
| YTD | -33.8% | +33.2% | -67.1% | -47.4% |
| 1Y | -39.0% | +40.6% | -79.6% | -53.4% |
| All | -39.0% | +41.5% | -80.6% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling