-22.7%
SNOW vs PH
+208.5%
-231.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +3.0% |
| 7D | +0.2% | +3.0% | -2.9% | -1.5% |
| 30D | -21.1% | -0.6% | -20.5% | -20.9% |
| 3M | -11.9% | -10.7% | -1.2% | -6.2% |
| 6M | +91.0% | +9.1% | +81.9% | +77.2% |
| YTD | +32.7% | +9.5% | +23.2% | +19.5% |
| 1Y | +10.8% | +14.0% | -3.3% | -3.5% |
| 3Y | +86.2% | +138.9% | -52.7% | -12.1% |
| 5Y | -22.7% | +209.1% | -231.9% | -72.0% |
| All | -22.7% | +208.5% | -231.2% | -72.0% |
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 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