+9.5%
SNOW vs PBR
+74.7%
-65.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | -2.4% |
| 7D | -14.5% | -11.0% | -3.5% | -15.9% |
| 30D | -14.3% | -18.8% | +4.5% | -16.8% |
| 3M | -8.3% | +7.8% | -16.1% | -7.0% |
| 6M | +101.5% | -7.6% | +109.1% | +101.3% |
| YTD | +32.5% | +72.7% | -40.2% | +39.1% |
| 1Y | +9.5% | +72.9% | -63.5% | +15.0% |
| All | +9.5% | +74.7% | -65.2% | +15.0% |
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