+32.8%
SNOW vs PAAS
+56.6%
-23.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.9% |
| 7D | +2.8% | -2.9% | +5.7% | +3.5% |
| 30D | +6.4% | +6.8% | -0.4% | +4.6% |
| 3M | +38.1% | -2.9% | +41.0% | +38.0% |
| 6M | +100.4% | -16.4% | +116.8% | +105.2% |
| YTD | +53.7% | 0.0% | +53.7% | +49.8% |
| 1Y | +52.0% | +54.3% | -2.4% | +32.5% |
| 3Y | +114.7% | +230.7% | -116.0% | +47.4% |
| 5Y | +8.8% | +111.6% | -102.9% | -20.1% |
| All | +32.8% | +56.6% | -23.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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