+17.6%
SNOW vs PYPL
-68.5%
+86.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | +0.4% |
| 7D | +10.8% | -1.1% | +11.9% | +11.6% |
| 30D | -16.5% | +3.8% | -20.3% | -18.7% |
| 3M | -10.1% | -1.3% | -8.8% | -10.8% |
| 6M | +96.5% | +29.0% | +67.5% | +61.8% |
| YTD | +36.2% | +0.7% | +35.4% | +29.3% |
| 1Y | +10.7% | -12.3% | +23.0% | +14.6% |
| 3Y | +86.2% | +7.6% | +78.6% | +50.3% |
| 5Y | -22.7% | -71.7% | +49.0% | +50.0% |
| All | +17.6% | -68.5% | +86.1% | +88.5% |
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