+32.8%
SNOW vs PSA
+73.0%
-40.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.0% |
| 7D | +2.8% | -3.7% | +6.5% | +4.1% |
| 30D | +6.4% | -7.7% | +14.2% | +9.2% |
| 3M | +38.1% | -0.6% | +38.7% | +37.9% |
| 6M | +100.4% | -0.9% | +101.3% | +99.2% |
| YTD | +53.7% | +18.7% | +35.1% | +42.4% |
| 1Y | +52.0% | +7.6% | +44.3% | +45.6% |
| 3Y | +114.7% | +23.7% | +91.0% | +87.1% |
| 5Y | +8.8% | +13.7% | -4.9% | -1.1% |
| All | +32.8% | +73.0% | -40.2% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling