-79.4%
SNAP vs PPL
+49.2%
-128.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -7.3% | -1.2% | -6.1% | -7.1% |
| 30D | -18.9% | +4.2% | -23.2% | -19.9% |
| 3M | -5.3% | +1.5% | -6.8% | -5.8% |
| 6M | -16.9% | +1.0% | -18.0% | -17.4% |
| YTD | -37.4% | +4.4% | -41.8% | -38.6% |
| 1Y | -38.5% | +0.8% | -39.2% | -39.0% |
| 3Y | -55.1% | +56.5% | -111.5% | -62.0% |
| 5Y | -90.8% | +47.7% | -138.5% | -92.1% |
| All | -79.4% | +49.2% | -128.6% | -79.9% |
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