-79.4%
SNAP vs PFGC
+372.6%
-452.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.2% | +0.5% |
| 7D | -7.3% | +10.8% | -18.2% | -10.7% |
| 30D | -18.9% | +17.8% | -36.7% | -23.6% |
| 3M | -5.3% | -2.7% | -2.5% | -4.7% |
| 6M | -16.9% | +20.0% | -37.0% | -22.7% |
| YTD | -37.4% | +24.3% | -61.7% | -43.0% |
| 1Y | -38.5% | +13.2% | -51.7% | -42.2% |
| 3Y | -55.1% | +85.9% | -141.0% | -64.4% |
| 5Y | -90.8% | +141.0% | -231.8% | -93.2% |
| All | -79.4% | +372.6% | -452.0% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling