-18.8%
SNAP vs PFG
+10.8%
-29.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.7% |
| 7D | -7.1% | -0.6% | -6.5% | -5.6% |
| 30D | -14.6% | +2.0% | -16.6% | -13.9% |
| 3M | -5.0% | -3.2% | -1.8% | -2.8% |
| 6M | -18.8% | +10.9% | -29.7% | -23.7% |
| All | -18.8% | +10.8% | -29.6% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling