+8.6%
SNOW vs PRU
+133.3%
-124.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +3.5% |
| 7D | -9.9% | +2.4% | -12.3% | -10.9% |
| 30D | -17.1% | +6.1% | -23.2% | -19.5% |
| 3M | -13.2% | -0.7% | -12.5% | -13.2% |
| 6M | +97.4% | +22.1% | +75.4% | +79.6% |
| YTD | +25.8% | +9.8% | +16.0% | +19.8% |
| 1Y | +4.2% | +19.4% | -15.1% | -4.6% |
| 3Y | +91.3% | +50.4% | +41.0% | +58.9% |
| 5Y | -24.4% | +37.2% | -61.5% | -35.5% |
| All | +8.6% | +133.3% | -124.7% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling