+94.8%
SNOW vs PSKY
-21.8%
+116.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.5% |
| 7D | +8.4% | -6.8% | +15.2% | +9.4% |
| 30D | -1.0% | +10.2% | -11.2% | -2.2% |
| 3M | +38.3% | +0.3% | +38.0% | +38.1% |
| 6M | +81.3% | -7.8% | +89.1% | +82.8% |
| YTD | +51.1% | -23.0% | +74.1% | +54.8% |
| 1Y | +47.0% | -31.6% | +78.6% | +51.6% |
| All | +94.8% | -21.8% | +116.6% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling