-90.5%
SNAP vs PFGC
+138.1%
-228.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | +6.0% | +3.4% | +2.6% | +3.9% |
| 30D | -13.8% | +16.9% | -30.7% | -22.3% |
| 3M | -0.8% | +6.4% | -7.2% | -5.2% |
| 6M | -6.2% | +16.0% | -22.2% | -16.4% |
| YTD | -34.8% | +23.6% | -58.5% | -45.9% |
| 1Y | -38.7% | +16.6% | -55.3% | -47.0% |
| 3Y | -53.5% | +82.3% | -135.7% | -72.2% |
| All | -90.5% | +138.1% | -228.6% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling