+83.4%
SNOW vs PRU
+56.8%
+26.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.0% |
| 7D | +5.5% | +3.6% | +1.9% | +3.7% |
| 30D | -13.2% | +8.9% | -22.0% | -17.1% |
| 3M | -13.7% | +0.2% | -13.9% | -14.0% |
| 6M | +91.0% | +23.7% | +67.2% | +69.7% |
| YTD | +32.7% | +13.7% | +18.9% | +23.3% |
| 1Y | +13.3% | +20.6% | -7.4% | +1.4% |
| 3Y | +83.4% | +56.3% | +27.0% | +20.6% |
| All | +83.4% | +56.8% | +26.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling