-53.5%
SNAP vs PPG
+2.6%
-56.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +6.0% | +0.7% | +5.3% | +5.6% |
| 30D | -13.8% | +17.6% | -31.3% | -21.8% |
| 3M | -0.8% | +7.5% | -8.2% | -5.1% |
| 6M | -6.2% | +17.6% | -23.9% | -15.6% |
| YTD | -34.8% | +22.6% | -57.4% | -44.6% |
| 1Y | -38.7% | +28.0% | -66.7% | -49.8% |
| 3Y | -53.5% | +1.8% | -55.2% | -55.4% |
| All | -53.5% | +2.6% | -56.0% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling