+29.8%
SNOW vs PSA
+68.7%
-38.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -7.5% | -3.6% | -3.9% | -6.4% |
| 30D | -1.3% | -9.4% | +8.1% | +1.8% |
| 3M | +37.4% | -8.2% | +45.6% | +40.9% |
| 6M | +88.1% | -1.8% | +89.9% | +87.5% |
| YTD | +50.3% | +15.7% | +34.6% | +40.4% |
| 1Y | +46.0% | +6.3% | +39.7% | +40.3% |
| 3Y | +98.7% | +21.6% | +77.1% | +73.9% |
| 5Y | +3.5% | +13.5% | -9.9% | -5.4% |
| All | +29.8% | +68.7% | -38.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling