-78.3%
SNAP vs PFGC
+304.4%
-382.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -5.0% | -3.7% | -1.3% | -3.8% |
| 30D | -0.7% | -16.0% | +15.2% | +5.4% |
| 3M | -5.0% | -4.1% | -0.9% | -3.8% |
| 6M | +3.5% | +8.7% | -5.2% | -0.1% |
| YTD | -34.2% | +6.4% | -40.6% | -36.6% |
| 1Y | -27.1% | -8.4% | -18.7% | -26.1% |
| 3Y | -43.5% | +61.8% | -105.2% | -52.8% |
| 5Y | -92.9% | +108.7% | -201.6% | -94.5% |
| All | -78.3% | +304.4% | -382.7% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling