+15.7%
PFE vs SNOW
+20.7%
-5.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +5.3% | -19.8% | +25.2% | +5.7% |
| 3M | +10.1% | -11.6% | +21.8% | +10.3% |
| 6M | +18.0% | +94.0% | -76.0% | +16.3% |
| YTD | +25.8% | +34.8% | -9.0% | +24.6% |
| 1Y | +28.4% | +10.1% | +18.3% | +27.7% |
| 3Y | +20.9% | +84.4% | -63.5% | +18.2% |
| 5Y | -21.5% | -18.1% | -3.4% | -25.1% |
| All | +15.7% | +20.7% | -5.0% | +12.8% |
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