-25.6%
SNOW vs PRU
+36.1%
-61.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.9% |
| 7D | -9.9% | +2.4% | -12.3% | -11.3% |
| 30D | -17.1% | +6.1% | -23.2% | -20.4% |
| 3M | -13.2% | -0.7% | -12.5% | -13.3% |
| 6M | +97.4% | +22.1% | +75.4% | +72.7% |
| YTD | +25.8% | +9.8% | +16.0% | +17.3% |
| 1Y | +4.2% | +19.4% | -15.1% | -8.3% |
| 3Y | +91.3% | +50.4% | +41.0% | +39.9% |
| All | -25.6% | +36.1% | -61.7% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling