+14.6%
SNOW vs PPL
+62.2%
-47.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | +5.5% | -0.4% | +5.8% | +5.5% |
| 30D | -13.2% | +2.6% | -15.8% | -13.6% |
| 3M | -13.7% | +0.8% | -14.6% | -14.0% |
| 6M | +91.0% | +1.4% | +89.6% | +89.8% |
| YTD | +32.7% | +4.3% | +28.4% | +30.7% |
| 1Y | +13.3% | +0.8% | +12.5% | +12.4% |
| 3Y | +83.4% | +57.9% | +25.5% | +61.3% |
| 5Y | -24.7% | +48.3% | -73.0% | -32.8% |
| All | +14.6% | +62.2% | -47.6% | +4.0% |
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