-18.1%
SNOW vs PR
+227.5%
-245.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +0.2% | -9.5% | +9.7% | +2.4% |
| 30D | -19.8% | -5.7% | -14.1% | -18.9% |
| 3M | -11.6% | +3.0% | -14.6% | -12.6% |
| 6M | +94.0% | +11.8% | +82.2% | +87.7% |
| YTD | +34.8% | +58.5% | -23.6% | +19.0% |
| 1Y | +10.1% | +69.9% | -59.7% | -4.7% |
| 3Y | +84.4% | +84.9% | -0.5% | +53.5% |
| 5Y | -18.1% | +246.4% | -264.5% | -43.7% |
| All | -18.1% | +227.5% | -245.6% | -43.7% |
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