+16.5%
SNOW vs PEP
+27.6%
-11.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | +0.2% | +4.6% | -4.4% | +0.2% |
| 30D | -19.8% | +14.0% | -33.8% | -20.3% |
| 3M | -11.6% | +5.4% | -17.0% | -11.7% |
| 6M | +94.0% | -5.1% | +99.1% | +95.4% |
| YTD | +34.8% | +3.1% | +31.7% | +32.9% |
| 1Y | +10.1% | +4.8% | +5.4% | +8.1% |
| 3Y | +84.4% | -4.1% | +88.5% | +82.7% |
| 5Y | -18.1% | +3.0% | -21.0% | -22.6% |
| All | +16.5% | +27.6% | -11.1% | -9.7% |
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 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