+14.6%
SNOW vs PR
+4,017.7%
-4,003.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | +5.5% | +6.0% | -0.5% | +4.3% |
| 30D | -13.2% | -4.2% | -9.0% | -12.6% |
| 3M | -13.7% | +10.0% | -23.7% | -15.5% |
| 6M | +91.0% | +15.6% | +75.4% | +84.7% |
| YTD | +32.7% | +68.2% | -35.5% | +18.4% |
| 1Y | +13.3% | +79.2% | -65.9% | -0.3% |
| 3Y | +83.4% | +94.9% | -11.5% | +56.6% |
| 5Y | -24.7% | +272.8% | -297.5% | -45.1% |
| All | +14.6% | +4,017.7% | -4,003.1% | -43.0% |
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