+32.1%
SNOW vs PWR
+1,134.3%
-1,102.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.4% |
| 7D | +4.9% | +4.5% | +0.4% | +3.2% |
| 30D | +1.5% | -4.9% | +6.4% | +3.3% |
| 3M | +39.5% | -7.9% | +47.4% | +41.6% |
| 6M | +85.9% | +18.3% | +67.6% | +62.7% |
| YTD | +52.9% | +51.5% | +1.4% | +17.6% |
| 1Y | +48.1% | +70.3% | -22.2% | +6.9% |
| 3Y | +102.2% | +210.6% | -108.4% | +2.2% |
| 5Y | +5.5% | +456.7% | -451.2% | -62.5% |
| All | +32.1% | +1,134.3% | -1,102.1% | -58.6% |
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