-90.5%
SNAP vs PFG
+92.7%
-183.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.3% |
| 7D | +6.0% | +2.4% | +3.7% | +3.6% |
| 30D | -13.8% | +5.9% | -19.6% | -17.9% |
| 3M | -0.8% | -0.4% | -0.3% | -0.7% |
| 6M | -6.2% | +14.8% | -21.1% | -18.7% |
| YTD | -34.8% | +31.9% | -66.7% | -50.5% |
| 1Y | -38.7% | +38.8% | -77.5% | -55.8% |
| 3Y | -53.5% | +82.4% | -135.8% | -74.9% |
| All | -90.5% | +92.7% | -183.3% | -95.3% |
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 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