+16.5%
SNOW vs PWR
+1,026.5%
-1,010.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | +0.2% | -11.2% | +11.5% | +4.4% |
| 30D | -19.8% | -17.4% | -2.4% | -14.4% |
| 3M | -11.6% | -11.7% | +0.1% | -8.5% |
| 6M | +94.0% | -21.7% | +115.7% | +106.3% |
| YTD | +34.8% | +38.3% | -3.4% | +6.2% |
| 1Y | +10.1% | +29.6% | -19.4% | -10.7% |
| 3Y | +84.4% | +236.1% | -151.8% | -12.5% |
| 5Y | -18.1% | +406.3% | -424.4% | -70.1% |
| All | +16.5% | +1,026.5% | -1,010.0% | -62.6% |
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