-20.2%
PFE vs SNOW
-21.5%
+1.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.1% | -0.7% |
| 7D | -4.7% | +0.2% | -4.9% | -4.7% |
| 30D | +3.4% | -21.1% | +24.4% | +3.8% |
| 3M | +9.2% | -11.9% | +21.1% | +9.4% |
| 6M | +15.8% | +91.0% | -75.2% | +13.6% |
| YTD | +23.4% | +32.7% | -9.3% | +22.0% |
| 1Y | +25.8% | +10.8% | +15.1% | +24.9% |
| 3Y | +17.8% | +86.2% | -68.4% | +14.3% |
| 5Y | -20.2% | -22.7% | +2.5% | -28.8% |
| All | -20.2% | -21.5% | +1.4% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling