+30.5%
SNOW vs PH
+383.1%
-352.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +8.4% | 0.0% | +8.4% | +8.5% |
| 30D | -1.0% | -10.3% | +9.3% | +4.6% |
| 3M | +38.3% | +5.1% | +33.2% | +33.5% |
| 6M | +81.3% | +2.3% | +79.0% | +74.6% |
| YTD | +51.1% | +8.7% | +42.4% | +39.6% |
| 1Y | +47.0% | +26.8% | +20.2% | +22.9% |
| 3Y | +99.7% | +139.2% | -39.4% | +12.1% |
| 5Y | +3.6% | +251.1% | -247.5% | -54.5% |
| All | +30.5% | +383.1% | -352.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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