+6.1%
SNOW vs PPL
+63.7%
-57.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.0% | -7.4% |
| 7D | -18.4% | +1.0% | -19.4% | -18.5% |
| 30D | -19.8% | +6.8% | -26.6% | -20.6% |
| 3M | -14.9% | +3.9% | -18.8% | -15.5% |
| 6M | +90.2% | -2.0% | +92.2% | +90.6% |
| YTD | +22.9% | +5.3% | +17.6% | +20.9% |
| 1Y | +1.8% | +2.2% | -0.4% | +0.8% |
| 3Y | +79.7% | +56.7% | +23.0% | +58.8% |
| 5Y | -26.1% | +49.1% | -75.2% | -34.2% |
| All | +6.1% | +63.7% | -57.5% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling