+10.1%
SNOW vs PEP
+4.9%
+5.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +2.5% |
| 7D | +0.2% | +4.6% | -4.4% | +3.7% |
| 30D | -19.8% | +14.0% | -33.8% | -11.5% |
| 3M | -11.6% | +5.4% | -17.0% | -7.4% |
| 6M | +94.0% | -5.1% | +99.1% | +86.2% |
| YTD | +34.8% | +3.1% | +31.7% | +40.0% |
| 1Y | +10.1% | +4.8% | +5.4% | +10.7% |
| All | +10.1% | +4.9% | +5.3% | +10.7% |
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