-52.6%
SNAP vs PPL
+56.9%
-109.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.8% | -14.8% | -13.9% |
| 7D | -10.4% | +1.0% | -11.4% | -10.3% |
| 30D | -11.9% | +6.8% | -18.8% | -11.3% |
| 3M | -4.5% | +3.9% | -8.4% | -4.1% |
| 6M | -16.7% | -2.0% | -14.7% | -16.9% |
| YTD | -36.9% | +5.3% | -42.2% | -36.3% |
| 1Y | -30.3% | +2.2% | -32.5% | -29.8% |
| All | -52.6% | +56.9% | -109.5% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling