+93.8%
SNOW vs PBR
+101.4%
-7.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.7% |
| 7D | -7.5% | +4.2% | -11.7% | -7.8% |
| 30D | -1.3% | +22.7% | -24.1% | -3.0% |
| 3M | +37.4% | +21.5% | +15.9% | +35.1% |
| 6M | +88.1% | +24.0% | +64.1% | +82.5% |
| YTD | +50.3% | +88.2% | -37.9% | +36.8% |
| 1Y | +46.0% | +74.8% | -28.8% | +34.3% |
| All | +93.8% | +101.4% | -7.7% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling