+10.5%
PFE vs SNOW
+37.6%
-27.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -1.2% |
| 7D | +1.8% | +2.8% | -1.0% | +1.7% |
| 30D | +10.2% | +6.4% | +3.8% | +10.1% |
| 3M | +12.7% | +38.1% | -25.4% | +12.0% |
| 6M | +10.5% | +100.4% | -89.9% | +8.9% |
| YTD | +20.2% | +53.7% | -33.6% | +18.8% |
| 1Y | +24.1% | +52.0% | -27.9% | +22.7% |
| 3Y | -3.6% | +114.7% | -118.2% | -5.9% |
| 5Y | -20.9% | +8.8% | -29.6% | -24.4% |
| All | +10.5% | +37.6% | -27.1% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling