+8.6%
SNOW vs PR
+3,785.5%
-3,776.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.4% | +2.0% |
| 7D | -9.9% | -16.4% | +6.5% | -6.8% |
| 30D | -17.1% | -1.9% | -15.2% | -16.9% |
| 3M | -13.2% | +8.0% | -21.2% | -14.8% |
| 6M | +97.4% | +4.1% | +93.3% | +94.5% |
| YTD | +25.8% | +58.7% | -32.9% | +13.5% |
| 1Y | +4.2% | +75.8% | -71.6% | -8.0% |
| 3Y | +91.3% | +73.2% | +18.2% | +66.8% |
| 5Y | -24.4% | +230.1% | -254.5% | -43.7% |
| All | +8.6% | +3,785.5% | -3,776.8% | -45.4% |
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