-91.0%
SNAP vs PFGC
+121.6%
-212.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.3% |
| 7D | -7.1% | +8.5% | -15.6% | -12.1% |
| 30D | -14.6% | +15.0% | -29.6% | -22.2% |
| 3M | -5.0% | -6.2% | +1.2% | -1.8% |
| 6M | -18.8% | +15.7% | -34.6% | -27.5% |
| YTD | -38.5% | +19.6% | -58.1% | -47.7% |
| 1Y | -38.1% | +13.2% | -51.3% | -45.4% |
| 3Y | -53.8% | +77.0% | -130.7% | -71.6% |
| All | -91.0% | +121.6% | -212.6% | -95.7% |
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