+10.7%
SNOW vs PYPL
-12.7%
+23.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.1% |
| 7D | +10.8% | -1.1% | +11.9% | +11.3% |
| 30D | -16.5% | +3.8% | -20.3% | -17.8% |
| 3M | -10.1% | -1.3% | -8.8% | -10.4% |
| 6M | +96.5% | +29.0% | +67.5% | +71.0% |
| YTD | +36.2% | +0.7% | +35.4% | +26.7% |
| 1Y | +10.7% | -12.3% | +23.0% | +1.9% |
| All | +10.7% | -12.7% | +23.4% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling