+52.0%
SNOW vs PCG
-6.6%
+58.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.0% |
| 7D | +2.8% | -13.9% | +16.7% | -0.7% |
| 30D | +6.4% | -16.9% | +23.3% | +1.8% |
| 3M | +38.1% | -14.7% | +52.8% | +33.9% |
| 6M | +100.4% | -23.8% | +124.2% | +91.0% |
| YTD | +53.7% | -10.5% | +64.2% | +51.9% |
| 1Y | +52.0% | -5.1% | +57.1% | +49.6% |
| All | +52.0% | -6.6% | +58.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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