-55.8%
SNAP vs PPL
+55.3%
-111.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -10.6% | 0.0% | -10.6% | -10.5% |
| 30D | -19.7% | +4.3% | -24.0% | -19.3% |
| 3M | -6.5% | +2.9% | -9.5% | -6.3% |
| 6M | -17.8% | +1.1% | -18.9% | -17.6% |
| YTD | -38.0% | +4.5% | -42.5% | -37.5% |
| 1Y | -42.5% | +0.1% | -42.6% | -42.2% |
| 3Y | -55.8% | +55.7% | -111.5% | -57.8% |
| All | -55.8% | +55.3% | -111.1% | -57.8% |
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