+32.1%
SNOW vs PCG
+53.4%
-21.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.3% |
| 7D | +4.9% | +5.4% | -0.5% | +3.7% |
| 30D | +1.5% | -15.1% | +16.6% | +4.3% |
| 3M | +39.5% | -9.8% | +49.3% | +41.0% |
| 6M | +85.9% | -18.0% | +103.9% | +91.7% |
| YTD | +52.9% | -7.2% | +60.2% | +51.1% |
| 1Y | +48.1% | +2.9% | +45.2% | +40.8% |
| 3Y | +102.2% | -11.1% | +113.3% | +97.0% |
| 5Y | +5.5% | +61.8% | -56.3% | -13.6% |
| All | +32.1% | +53.4% | -21.3% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling