+91.3%
SNOW vs PWR
+221.1%
-129.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.3% | -3.9% | +0.6% |
| 7D | -9.9% | -12.9% | +3.0% | -6.7% |
| 30D | -17.1% | -22.8% | +5.7% | -11.4% |
| 3M | -13.2% | -19.0% | +5.7% | -8.8% |
| 6M | +97.4% | -31.1% | +128.5% | +114.8% |
| YTD | +25.8% | +28.3% | -2.5% | +3.3% |
| 1Y | +4.2% | +22.2% | -18.0% | -12.8% |
| 3Y | +91.3% | +222.2% | -130.9% | +10.2% |
| All | +91.3% | +221.1% | -129.7% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling