+16.5%
SNOW vs PM
+220.0%
-203.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +0.2% | -6.6% | +6.9% | -0.1% |
| 30D | -19.8% | -3.4% | -16.4% | -19.9% |
| 3M | -11.6% | +5.3% | -17.0% | -11.4% |
| 6M | +94.0% | +15.5% | +78.5% | +94.2% |
| YTD | +34.8% | +24.3% | +10.6% | +34.3% |
| 1Y | +10.1% | +29.7% | -19.5% | +9.4% |
| 3Y | +84.4% | +144.9% | -60.5% | +72.5% |
| 5Y | -18.1% | +159.0% | -177.1% | -23.5% |
| All | +16.5% | +220.0% | -203.5% | +12.1% |
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