+30.5%
SNOW vs PM
+203.3%
-172.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | +8.4% | -1.2% | +9.6% | +8.3% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | +38.3% | +4.9% | +33.4% | +38.3% |
| 6M | +81.3% | +9.0% | +72.2% | +80.9% |
| YTD | +51.1% | +17.8% | +33.3% | +50.1% |
| 1Y | +47.0% | +16.8% | +30.1% | +46.0% |
| 3Y | +99.7% | +125.4% | -25.7% | +86.9% |
| 5Y | +3.6% | +128.7% | -125.1% | -3.8% |
| All | +30.5% | +203.3% | -172.8% | +25.3% |
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