+110.9%
SNOW vs PRU
+50.2%
+60.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -4.9% |
| 7D | +2.8% | +1.9% | +0.9% | +1.9% |
| 30D | +6.4% | +2.7% | +3.7% | +5.0% |
| 3M | +38.1% | +19.5% | +18.6% | +25.3% |
| 6M | +100.4% | +26.6% | +73.7% | +74.5% |
| YTD | +53.7% | +12.3% | +41.4% | +43.8% |
| 1Y | +52.0% | +18.0% | +33.9% | +37.3% |
| All | +110.9% | +50.2% | +60.7% | +55.0% |
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