-78.5%
SNAP vs PPG
+43.1%
-121.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.5% |
| 3M | -0.8% | +7.5% | -8.2% | -5.1% |
| 6M | -6.2% | +17.6% | -23.9% | -15.2% |
| YTD | -34.8% | +22.6% | -57.4% | -43.4% |
| 1Y | -38.7% | +28.0% | -66.7% | -48.3% |
| 3Y | -53.5% | +1.8% | -55.2% | -55.2% |
| 5Y | -90.2% | -15.5% | -74.7% | -89.9% |
| All | -78.5% | +43.1% | -121.6% | -85.1% |
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