+32.8%
SNOW vs PYPL
-70.3%
+103.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -3.5% |
| 7D | +2.8% | +2.7% | +0.1% | +1.3% |
| 30D | +6.4% | -4.9% | +11.3% | +8.6% |
| 3M | +38.1% | +28.9% | +9.2% | +13.8% |
| 6M | +100.4% | +18.2% | +82.2% | +75.3% |
| YTD | +53.7% | -5.0% | +58.7% | +52.3% |
| 1Y | +52.0% | -18.8% | +70.8% | +64.6% |
| 3Y | +114.7% | -12.6% | +127.2% | +102.0% |
| 5Y | +8.8% | -80.8% | +89.5% | +169.2% |
| All | +32.8% | -70.3% | +103.1% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling