+13.3%
SNOW vs PEP
+5.0%
+8.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -0.9% |
| 7D | +5.5% | +2.9% | +2.6% | +7.7% |
| 30D | -13.2% | +12.5% | -25.7% | -4.8% |
| 3M | -13.7% | +4.5% | -18.3% | -10.0% |
| 6M | +91.0% | -0.5% | +91.5% | +90.6% |
| YTD | +32.7% | +4.4% | +28.2% | +40.0% |
| 1Y | +13.3% | +4.4% | +8.9% | +18.3% |
| All | +13.3% | +5.0% | +8.2% | +18.3% |
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 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