+3.3%
SNOW vs PBR
+552.2%
-548.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -2.4% | +5.4% | -7.8% | -3.0% |
| 30D | -1.0% | +22.9% | -23.9% | -3.4% |
| 3M | +36.9% | +19.6% | +17.2% | +33.8% |
| 6M | +83.4% | +16.5% | +66.9% | +78.8% |
| YTD | +50.0% | +86.7% | -36.7% | +36.5% |
| 1Y | +46.5% | +74.7% | -28.2% | +34.5% |
| 3Y | +93.3% | +102.6% | -9.2% | +71.7% |
| All | +3.3% | +552.2% | -548.8% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling