+4.9%
SNOW vs PH
+253.8%
-248.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | +1.5% | -10.8% | +12.3% | +8.3% |
| 3M | +39.5% | +8.5% | +31.1% | +31.3% |
| 6M | +85.9% | +3.9% | +82.0% | +76.0% |
| YTD | +52.9% | +9.4% | +43.5% | +38.7% |
| 1Y | +48.1% | +26.8% | +21.3% | +20.0% |
| 3Y | +102.2% | +140.8% | -38.6% | -1.9% |
| All | +4.9% | +253.8% | -248.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling