+30.5%
SNOW vs PEP
+21.4%
+9.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +8.4% | -1.7% | +10.1% | +8.5% |
| 30D | -1.0% | +0.3% | -1.3% | -1.0% |
| 3M | +38.3% | -3.2% | +41.6% | +38.5% |
| 6M | +81.3% | -13.6% | +94.9% | +83.6% |
| YTD | +51.1% | -1.9% | +53.0% | +49.0% |
| 1Y | +47.0% | -0.6% | +47.6% | +44.0% |
| 3Y | +99.7% | -13.6% | +113.3% | +104.1% |
| 5Y | +3.6% | +3.2% | +0.4% | -4.7% |
| All | +30.5% | +21.4% | +9.1% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling