+30.5%
SNOW vs PNR
+34.9%
-4.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.1% |
| 7D | +8.4% | -3.9% | +12.3% | +10.9% |
| 30D | -1.0% | -13.8% | +12.8% | +7.9% |
| 3M | +38.3% | -22.5% | +60.9% | +57.8% |
| 6M | +81.3% | -37.2% | +118.4% | +133.5% |
| YTD | +51.1% | -44.2% | +95.3% | +109.9% |
| 1Y | +47.0% | -46.6% | +93.6% | +110.2% |
| 3Y | +99.7% | -12.5% | +112.3% | +93.2% |
| 5Y | +3.6% | -19.3% | +22.9% | -10.1% |
| All | +30.5% | +34.9% | -4.4% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling