-91.0%
SNAP vs PFG
+91.4%
-182.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.0% |
| 7D | -7.1% | -0.6% | -6.5% | -6.0% |
| 30D | -14.6% | +2.0% | -16.6% | -15.9% |
| 3M | -5.0% | -3.2% | -1.8% | -2.4% |
| 6M | -18.8% | +10.9% | -29.7% | -27.2% |
| YTD | -38.5% | +28.8% | -67.4% | -52.2% |
| 1Y | -38.1% | +39.2% | -77.2% | -55.4% |
| 3Y | -53.8% | +75.0% | -128.8% | -74.0% |
| All | -91.0% | +91.4% | -182.4% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling