+16.5%
SNOW vs PPL
+62.4%
-45.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -19.8% | +4.3% | -24.1% | -20.4% |
| 3M | -11.6% | +2.9% | -14.6% | -12.1% |
| 6M | +94.0% | +1.1% | +92.9% | +93.0% |
| YTD | +34.8% | +4.5% | +30.4% | +32.8% |
| 1Y | +10.1% | +0.1% | +10.0% | +9.5% |
| 3Y | +84.4% | +55.7% | +28.7% | +62.9% |
| 5Y | -18.1% | +47.6% | -65.7% | -27.0% |
| All | +16.5% | +62.4% | -45.9% | +5.7% |
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