+32.8%
SNOW vs PEP
+22.3%
+10.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.8% | -5.4% |
| 7D | +2.8% | -1.4% | +4.2% | +2.9% |
| 30D | +6.4% | +0.2% | +6.2% | +6.4% |
| 3M | +38.1% | -1.1% | +39.2% | +38.1% |
| 6M | +100.4% | -13.5% | +113.9% | +103.0% |
| YTD | +53.7% | -1.2% | +54.9% | +51.5% |
| 1Y | +52.0% | -1.6% | +53.5% | +49.5% |
| 3Y | +114.7% | -12.5% | +127.2% | +118.6% |
| 5Y | +8.8% | +3.0% | +5.7% | +0.4% |
| All | +32.8% | +22.3% | +10.5% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling