-22.1%
SNAP vs PPG
-0.8%
-21.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +3.8% | -6.2% | +10.1% | +6.1% |
| 30D | +9.2% | -7.9% | +17.2% | +12.3% |
| 3M | +6.6% | -10.2% | +16.8% | +10.4% |
| 6M | +16.9% | +2.7% | +14.2% | +18.0% |
| YTD | -29.6% | +4.9% | -34.5% | -29.2% |
| 1Y | -22.1% | -3.2% | -18.9% | -15.9% |
| All | -22.1% | -0.8% | -21.3% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling