+14.7%
SNOW vs PCAR
+124.6%
-110.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +4.2% |
| 7D | +0.2% | +2.9% | -2.8% | -0.9% |
| 30D | -21.1% | -2.1% | -18.9% | -20.6% |
| 3M | -11.9% | -20.4% | +8.5% | -4.7% |
| 6M | +91.0% | -7.0% | +97.9% | +93.5% |
| YTD | +32.7% | -2.6% | +35.4% | +30.1% |
| 1Y | +10.8% | +9.8% | +1.0% | +2.5% |
| 3Y | +86.2% | +37.3% | +49.0% | +49.4% |
| 5Y | -22.7% | +116.4% | -139.2% | -51.0% |
| All | +14.7% | +124.6% | -110.0% | -30.4% |
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