-77.7%
SNAP vs PPG
+30.6%
-108.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -5.0% |
| 7D | +0.7% | -1.5% | +2.2% | +1.6% |
| 30D | +2.6% | -5.0% | +7.6% | +5.7% |
| 3M | -9.9% | +1.1% | -11.0% | -10.7% |
| 6M | +1.9% | -3.2% | +5.0% | +2.8% |
| YTD | -32.2% | +11.9% | -44.1% | -37.8% |
| 1Y | -22.8% | +5.3% | -28.2% | -27.0% |
| 3Y | -47.6% | -15.0% | -32.6% | -44.0% |
| 5Y | -92.7% | -19.6% | -73.1% | -92.2% |
| All | -77.7% | +30.6% | -108.2% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling