+8.6%
SNOW vs PPL
+62.8%
-54.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.4% |
| 7D | -9.9% | +0.4% | -10.3% | -9.9% |
| 30D | -17.1% | +5.4% | -22.6% | -17.8% |
| 3M | -13.2% | +4.3% | -17.5% | -13.9% |
| 6M | +97.4% | -1.3% | +98.8% | +97.4% |
| YTD | +25.8% | +4.7% | +21.1% | +23.9% |
| 1Y | +4.2% | +1.3% | +3.0% | +3.4% |
| 3Y | +91.3% | +57.2% | +34.1% | +68.8% |
| 5Y | -24.4% | +48.2% | -72.6% | -32.6% |
| All | +8.6% | +62.8% | -54.1% | -1.4% |
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 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