-79.7%
SNAP vs PPL
+49.7%
-129.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -7.1% | +0.4% | -7.5% | -7.3% |
| 30D | -14.6% | +5.4% | -20.1% | -15.9% |
| 3M | -5.0% | +4.3% | -9.2% | -6.2% |
| 6M | -18.8% | -1.3% | -17.5% | -18.8% |
| YTD | -38.5% | +4.7% | -43.2% | -39.7% |
| 1Y | -38.1% | +1.3% | -39.3% | -38.7% |
| 3Y | -53.8% | +57.2% | -111.0% | -61.0% |
| 5Y | -90.7% | +48.2% | -138.9% | -92.0% |
| All | -79.7% | +49.7% | -129.4% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling