+20.8%
SNOW vs PSKY
-73.9%
+94.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.8% | -3.6% | -7.4% |
| 7D | -16.8% | -24.6% | +7.7% | -12.4% |
| 30D | -7.7% | -36.1% | +28.5% | +0.3% |
| 3M | -20.6% | -77.9% | +57.3% | -3.1% |
| 6M | -20.6% | -77.9% | +57.3% | -3.1% |
| YTD | -20.6% | -77.9% | +57.3% | -3.1% |
| 1Y | -20.6% | -77.9% | +57.3% | -3.1% |
| 3Y | -20.6% | -77.9% | +57.3% | -3.1% |
| 5Y | -8.0% | -80.0% | +72.0% | +11.7% |
| All | +20.8% | -73.9% | +94.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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