+14.6%
SNOW vs PYPL
-68.0%
+82.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.6% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | -13.2% | +5.7% | -18.8% | -16.4% |
| 3M | -13.7% | -1.9% | -11.8% | -14.1% |
| 6M | +91.0% | +31.8% | +59.2% | +55.1% |
| YTD | +32.7% | +2.4% | +30.2% | +24.6% |
| 1Y | +13.3% | -8.2% | +21.5% | +13.8% |
| 3Y | +83.4% | +10.2% | +73.2% | +45.7% |
| 5Y | -24.7% | -71.2% | +46.5% | +44.6% |
| All | +14.6% | -68.0% | +82.6% | +81.7% |
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