+3.3%
SNOW vs PSLV
+154.2%
-150.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -2.4% | -3.5% | +1.0% | -1.8% |
| 30D | -1.0% | -2.1% | +1.2% | -0.6% |
| 3M | +36.9% | -1.6% | +38.5% | +37.0% |
| 6M | +83.4% | -25.5% | +108.9% | +92.6% |
| YTD | +50.0% | -11.4% | +61.4% | +43.4% |
| 1Y | +46.5% | +48.6% | -2.1% | +16.6% |
| 3Y | +93.3% | +166.9% | -73.5% | +21.2% |
| All | +3.3% | +154.2% | -150.9% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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