-79.2%
SNAP vs PPL
+50.5%
-129.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.8% | -14.8% | -14.2% |
| 7D | -10.4% | +1.0% | -11.4% | -10.7% |
| 30D | -11.9% | +6.8% | -18.8% | -13.6% |
| 3M | -4.5% | +3.9% | -8.4% | -5.6% |
| 6M | -16.7% | -2.0% | -14.7% | -16.5% |
| YTD | -36.9% | +5.3% | -42.2% | -38.2% |
| 1Y | -30.3% | +2.2% | -32.5% | -31.1% |
| 3Y | -52.5% | +56.7% | -109.2% | -59.8% |
| 5Y | -90.4% | +49.1% | -139.5% | -91.8% |
| All | -79.2% | +50.5% | -129.7% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling