+52.0%
SNOW vs PBR
+70.4%
-18.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.7% |
| 7D | +2.8% | +8.6% | -5.8% | +3.8% |
| 30D | +6.4% | +12.8% | -6.4% | +8.0% |
| 3M | +38.1% | +14.7% | +23.4% | +40.7% |
| 6M | +100.4% | +25.2% | +75.2% | +102.1% |
| YTD | +53.7% | +77.1% | -23.4% | +64.3% |
| 1Y | +52.0% | +69.6% | -17.6% | +62.1% |
| All | +52.0% | +70.4% | -18.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling