-25.6%
SNOW vs PPL
+47.9%
-73.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | -9.9% | +0.4% | -10.3% | -10.0% |
| 30D | -17.1% | +5.4% | -22.6% | -18.4% |
| 3M | -13.2% | +4.3% | -17.5% | -14.4% |
| 6M | +97.4% | -1.3% | +98.8% | +97.3% |
| YTD | +25.8% | +4.7% | +21.1% | +22.4% |
| 1Y | +4.2% | +1.3% | +3.0% | +2.7% |
| 3Y | +91.3% | +57.2% | +34.1% | +50.1% |
| All | -25.6% | +47.9% | -73.5% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling