-77.5%
SNAP vs PPG
+21.9%
-99.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +5.9% | +5.1% |
| 7D | -3.2% | -5.1% | +2.0% | -0.2% |
| 30D | +0.2% | -9.6% | +9.7% | +6.2% |
| 3M | +2.6% | -6.4% | +9.0% | +6.5% |
| 6M | +12.4% | +0.5% | +11.9% | +11.0% |
| YTD | -31.6% | +4.4% | -36.0% | -34.7% |
| 1Y | -21.7% | -0.9% | -20.8% | -23.3% |
| 3Y | -41.2% | -17.0% | -24.3% | -36.2% |
| 5Y | -92.6% | -23.7% | -68.9% | -91.8% |
| All | -77.5% | +21.9% | -99.3% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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