+8.0%
PFE vs SNOW
+36.9%
-29.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -2.7% | +4.9% | -7.6% | -2.8% |
| 30D | +3.8% | +1.5% | +2.3% | +3.8% |
| 3M | +10.4% | +39.5% | -29.2% | +9.7% |
| 6M | +6.3% | +85.9% | -79.6% | +4.8% |
| YTD | +17.4% | +52.9% | -35.6% | +16.1% |
| 1Y | +21.1% | +48.1% | -27.0% | +19.8% |
| 3Y | -1.6% | +102.2% | -103.8% | -3.9% |
| 5Y | -22.2% | +5.5% | -27.6% | -25.7% |
| All | +8.0% | +36.9% | -29.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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