+93.8%
SNOW vs PNR
-14.2%
+108.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | 0.0% |
| 7D | -7.5% | -5.5% | -2.0% | -5.4% |
| 30D | -1.3% | -15.6% | +14.2% | +5.7% |
| 3M | +37.4% | -20.2% | +57.6% | +48.8% |
| 6M | +88.1% | -36.6% | +124.7% | +126.7% |
| YTD | +50.3% | -45.0% | +95.3% | +96.2% |
| 1Y | +46.0% | -47.4% | +93.4% | +95.8% |
| All | +93.8% | -14.2% | +108.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 3y: compounded portfolio wealth divided by compounded PNR 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…
3y analysis · Full analysis span regression · 6 months rolling