-25.6%
SNOW vs PEP
+0.2%
-25.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.3% |
| 7D | -9.9% | +2.9% | -12.8% | -9.7% |
| 30D | -17.1% | +14.2% | -31.3% | -16.9% |
| 3M | -13.2% | +3.2% | -16.4% | -13.0% |
| 6M | +97.4% | -7.4% | +104.9% | +98.6% |
| YTD | +25.8% | +1.5% | +24.3% | +24.4% |
| 1Y | +4.2% | +3.9% | +0.3% | +2.6% |
| 3Y | +91.3% | -5.5% | +96.8% | +90.0% |
| All | -25.6% | +0.2% | -25.8% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling