-92.9%
SNAP vs PPG
-20.0%
-72.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.6% |
| 7D | -5.0% | -3.7% | -1.3% | -2.5% |
| 30D | -0.7% | -7.2% | +6.5% | +4.6% |
| 3M | -5.0% | -7.3% | +2.3% | 0.0% |
| 6M | +3.5% | +0.3% | +3.3% | +2.0% |
| YTD | -34.2% | +6.5% | -40.7% | -39.1% |
| 1Y | -27.1% | +0.5% | -27.6% | -29.9% |
| 3Y | -43.5% | -15.3% | -28.2% | -38.7% |
| 5Y | -92.9% | -22.9% | -70.0% | -92.6% |
| All | -92.9% | -20.0% | -72.9% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling