-92.8%
SNAP vs PPL
+39.5%
-132.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | +2.7% | -1.9% | +0.2% |
| 30D | +2.6% | +0.5% | +2.2% | +2.5% |
| 3M | -9.9% | +0.7% | -10.5% | -10.0% |
| 6M | +1.9% | -7.6% | +9.5% | +3.4% |
| YTD | -32.2% | +1.8% | -34.0% | -32.8% |
| 1Y | -22.8% | -0.8% | -22.1% | -23.1% |
| 3Y | -47.6% | +56.9% | -104.5% | -57.5% |
| All | -92.8% | +39.5% | -132.4% | -94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling