+14.6%
SNOW vs PEP
+29.2%
-14.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.6% |
| 7D | +5.5% | +2.9% | +2.6% | +5.4% |
| 30D | -13.2% | +12.5% | -25.7% | -13.5% |
| 3M | -13.7% | +4.5% | -18.3% | -13.7% |
| 6M | +91.0% | -0.5% | +91.5% | +91.6% |
| YTD | +32.7% | +4.4% | +28.2% | +30.7% |
| 1Y | +13.3% | +4.4% | +8.9% | +11.6% |
| 3Y | +83.4% | -3.4% | +86.8% | +82.2% |
| 5Y | -24.7% | +5.2% | -29.9% | -29.1% |
| All | +14.6% | +29.2% | -14.6% | -11.2% |
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