+102.2%
SNOW vs PYPL
-12.7%
+114.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.3% |
| 30D | +1.5% | -9.7% | +11.3% | +5.2% |
| 3M | +39.5% | +29.2% | +10.3% | +22.3% |
| 6M | +85.9% | +13.9% | +72.0% | +72.9% |
| YTD | +52.9% | -8.1% | +61.0% | +54.0% |
| 1Y | +48.1% | -21.4% | +69.5% | +57.8% |
| 3Y | +102.2% | -11.8% | +114.0% | +100.4% |
| All | +102.2% | -12.7% | +114.8% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling