+52.0%
SNOW vs PEP
-4.0%
+55.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -6.5% |
| 7D | +2.8% | -2.4% | +5.2% | +1.2% |
| 30D | +6.4% | -0.8% | +7.2% | +5.9% |
| 3M | +38.1% | -2.2% | +40.2% | +36.1% |
| 6M | +100.4% | -14.4% | +114.8% | +79.8% |
| YTD | +53.7% | -2.2% | +55.9% | +51.8% |
| 1Y | +52.0% | -2.6% | +54.5% | +51.7% |
| All | +52.0% | -4.0% | +55.9% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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