+32.1%
SNOW vs PAYC
-21.2%
+53.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +2.8% |
| 7D | +4.9% | -7.9% | +12.8% | +10.4% |
| 30D | +1.5% | +2.1% | -0.6% | +0.2% |
| 3M | +39.5% | +61.8% | -22.2% | -0.8% |
| 6M | +85.9% | +59.9% | +26.0% | +34.7% |
| YTD | +52.9% | +38.5% | +14.4% | +20.5% |
| 1Y | +48.1% | -1.4% | +49.5% | +42.4% |
| 3Y | +102.2% | -21.0% | +123.2% | +101.3% |
| 5Y | +5.5% | -52.9% | +58.4% | +50.9% |
| All | +32.1% | -21.2% | +53.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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