-77.7%
SNAP vs PFG
+162.6%
-240.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.2% |
| 7D | +0.7% | +5.5% | -4.8% | -2.3% |
| 30D | +2.6% | +2.4% | +0.3% | +1.1% |
| 3M | -9.9% | +13.6% | -23.5% | -16.5% |
| 6M | +1.9% | +27.9% | -26.0% | -11.5% |
| YTD | -32.2% | +35.6% | -67.8% | -43.0% |
| 1Y | -22.8% | +48.5% | -71.3% | -38.4% |
| 3Y | -47.6% | +66.9% | -114.5% | -60.4% |
| 5Y | -92.7% | +111.0% | -203.7% | -94.9% |
| All | -77.7% | +162.6% | -240.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling