+11.0%
SNOW vs PPL
-1.1%
+12.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.5% |
| 7D | +3.7% | -1.0% | +4.6% | +3.3% |
| 30D | -16.4% | +3.0% | -19.4% | -15.5% |
| 3M | -9.9% | +1.1% | -11.0% | -9.6% |
| 6M | +98.8% | -0.8% | +99.6% | +100.3% |
| YTD | +37.3% | +3.5% | +33.9% | +33.5% |
| 1Y | +11.0% | -0.9% | +12.0% | +9.3% |
| All | +11.0% | -1.1% | +12.2% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling