+3.6%
SNOW vs PSA
+10.8%
-7.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.4% |
| 7D | +8.4% | -2.2% | +10.6% | +9.3% |
| 30D | -1.0% | -9.6% | +8.6% | +2.6% |
| 3M | +38.3% | -7.9% | +46.2% | +42.0% |
| 6M | +81.3% | -2.0% | +83.3% | +80.7% |
| YTD | +51.1% | +15.7% | +35.4% | +40.1% |
| 1Y | +47.0% | +5.8% | +41.2% | +40.9% |
| 3Y | +99.7% | +21.6% | +78.2% | +70.8% |
| 5Y | +3.6% | +13.1% | -9.5% | -11.1% |
| All | +3.6% | +10.8% | -7.2% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling