+17.0%
PG vs SNOW
+7.5%
+9.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.5% | +4.8% | +3.1% |
| 7D | +5.7% | -14.5% | +20.2% | +4.3% |
| 30D | +15.4% | -14.3% | +29.7% | +14.1% |
| 3M | +13.8% | -8.3% | +22.1% | +13.3% |
| 6M | +18.3% | +101.5% | -83.2% | +27.4% |
| YTD | +20.1% | +32.5% | -12.3% | +23.9% |
| 1Y | +17.0% | +9.5% | +7.5% | +20.3% |
| All | +17.0% | +7.5% | +9.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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