+100.4%
SNOW vs PYPL
+20.0%
+80.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -4.2% |
| 7D | +2.8% | +2.7% | +0.1% | +2.1% |
| 30D | +6.4% | -4.9% | +11.3% | +7.4% |
| 3M | +38.1% | +28.9% | +9.2% | +12.1% |
| 6M | +100.4% | +18.2% | +82.2% | +72.1% |
| All | +100.4% | +20.0% | +80.4% | +72.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling