+14.6%
SNOW vs PM
+227.7%
-213.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.5% |
| 7D | +5.5% | +0.5% | +4.9% | +5.5% |
| 30D | -13.2% | -3.2% | -9.9% | -13.2% |
| 3M | -13.7% | +6.2% | -20.0% | -13.4% |
| 6M | +91.0% | +7.7% | +83.3% | +92.1% |
| YTD | +32.7% | +27.3% | +5.4% | +32.3% |
| 1Y | +13.3% | +32.8% | -19.5% | +12.6% |
| 3Y | +83.4% | +150.0% | -66.6% | +71.8% |
| 5Y | -24.7% | +164.2% | -188.9% | -29.6% |
| All | +14.6% | +227.7% | -213.1% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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