-47.7%
SNAP vs PFGC
+60.5%
-108.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | +0.7% | -2.2% | +2.9% | +1.7% |
| 30D | +2.6% | -11.9% | +14.6% | +8.6% |
| 3M | -9.9% | +5.0% | -14.9% | -12.5% |
| 6M | +1.9% | +8.6% | -6.7% | -3.3% |
| YTD | -32.2% | +9.7% | -41.9% | -37.1% |
| 1Y | -22.8% | -6.3% | -16.6% | -21.0% |
| All | -47.7% | +60.5% | -108.2% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling