+8.6%
SNOW vs PCAR
+116.6%
-108.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.2% |
| 7D | -9.9% | +0.1% | -9.9% | -10.0% |
| 30D | -17.1% | -4.6% | -12.5% | -16.0% |
| 3M | -13.2% | -22.6% | +9.3% | -5.2% |
| 6M | +97.4% | -12.0% | +109.4% | +103.9% |
| YTD | +25.8% | -6.1% | +31.9% | +24.8% |
| 1Y | +4.2% | +6.3% | -2.1% | -2.5% |
| 3Y | +91.3% | +31.8% | +59.5% | +55.8% |
| 5Y | -24.4% | +104.2% | -128.5% | -51.3% |
| All | +8.6% | +116.6% | -108.0% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling