+3.3%
SNOW vs PM
+132.5%
-129.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -2.4% | +4.7% | -7.1% | -2.3% |
| 30D | -1.0% | +2.6% | -3.6% | -0.9% |
| 3M | +36.9% | +6.6% | +30.3% | +36.9% |
| 6M | +83.4% | +16.5% | +66.9% | +82.5% |
| YTD | +50.0% | +21.2% | +28.8% | +48.6% |
| 1Y | +46.5% | +17.9% | +28.6% | +45.5% |
| 3Y | +93.3% | +129.8% | -36.5% | +75.0% |
| All | +3.3% | +132.5% | -129.2% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling