-26.1%
SNOW vs PR
+273.3%
-299.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | +5.5% | +6.0% | -0.5% | +4.1% |
| 30D | -13.2% | -4.2% | -9.0% | -12.5% |
| 3M | -13.7% | +10.0% | -23.7% | -15.9% |
| 6M | +91.0% | +15.6% | +75.4% | +83.5% |
| YTD | +32.7% | +68.2% | -35.5% | +15.5% |
| 1Y | +13.3% | +79.2% | -65.9% | -3.1% |
| 3Y | +83.4% | +94.9% | -11.5% | +50.8% |
| All | -26.1% | +273.3% | -299.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling