+18.6%
SNOW vs PPL
+60.9%
-42.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +3.7% | -1.0% | +4.6% | +3.8% |
| 30D | -16.4% | +3.0% | -19.4% | -16.9% |
| 3M | -9.9% | +1.1% | -11.0% | -10.1% |
| 6M | +98.8% | -0.8% | +99.6% | +98.4% |
| YTD | +37.3% | +3.5% | +33.9% | +35.4% |
| 1Y | +11.0% | -0.9% | +12.0% | +10.5% |
| 3Y | +87.8% | +54.2% | +33.6% | +66.1% |
| 5Y | -18.4% | +46.3% | -64.7% | -27.2% |
| All | +18.6% | +60.9% | -42.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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