+14.6%
SNOW vs PWR
+1,062.9%
-1,048.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +5.5% | +11.3% | -5.8% | +1.2% |
| 30D | -13.2% | -8.9% | -4.3% | -10.8% |
| 3M | -13.7% | -10.5% | -3.2% | -11.1% |
| 6M | +91.0% | -22.2% | +113.2% | +104.2% |
| YTD | +32.7% | +42.7% | -10.1% | +3.2% |
| 1Y | +13.3% | +41.1% | -27.9% | -11.7% |
| 3Y | +83.4% | +242.7% | -159.4% | -13.4% |
| 5Y | -24.7% | +418.5% | -443.2% | -72.8% |
| All | +14.6% | +1,062.9% | -1,048.3% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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