+32.8%
SNOW vs PCAR
+164.9%
-132.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | +6.4% | -6.2% | +12.7% | +8.9% |
| 3M | +38.1% | +5.9% | +32.2% | +34.5% |
| 6M | +100.4% | +0.4% | +100.0% | +97.7% |
| YTD | +53.7% | +14.8% | +38.9% | +42.5% |
| 1Y | +52.0% | +30.1% | +21.8% | +32.2% |
| 3Y | +114.7% | +66.7% | +48.0% | +60.7% |
| 5Y | +8.8% | +166.1% | -157.4% | -35.5% |
| All | +32.8% | +164.9% | -132.1% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling