+29.6%
SNOW vs PYPL
-71.0%
+100.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.7% |
| 7D | -2.4% | -2.3% | -0.2% | -1.1% |
| 30D | -1.0% | -9.0% | +8.0% | +3.9% |
| 3M | +36.9% | +30.6% | +6.3% | +11.7% |
| 6M | +83.4% | +18.6% | +64.8% | +59.9% |
| YTD | +50.0% | -7.2% | +57.1% | +50.6% |
| 1Y | +46.5% | -19.3% | +65.8% | +59.1% |
| 3Y | +93.3% | -12.3% | +105.6% | +80.8% |
| 5Y | +3.3% | -80.9% | +84.2% | +156.3% |
| All | +29.6% | -71.0% | +100.5% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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