+14.7%
SNOW vs PR
+3,744.4%
-3,729.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.7% |
| 7D | +0.2% | -12.4% | +12.5% | +2.6% |
| 30D | -21.1% | -6.6% | -14.5% | -20.2% |
| 3M | -11.9% | +7.5% | -19.4% | -13.4% |
| 6M | +91.0% | +10.8% | +80.2% | +86.1% |
| YTD | +32.7% | +57.0% | -24.3% | +20.0% |
| 1Y | +10.8% | +67.9% | -57.2% | -1.4% |
| 3Y | +86.2% | +87.6% | -1.4% | +60.2% |
| 5Y | -22.7% | +220.4% | -243.1% | -42.2% |
| All | +14.7% | +3,744.4% | -3,729.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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