+47.0%
SNOW vs PCG
-1.5%
+48.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.9% |
| 7D | +8.4% | +6.5% | +1.9% | +9.4% |
| 30D | -1.0% | -16.7% | +15.8% | -5.0% |
| 3M | +38.3% | -14.2% | +52.5% | +34.7% |
| 6M | +81.3% | -21.5% | +102.7% | +73.7% |
| YTD | +51.1% | -11.2% | +62.3% | +49.2% |
| 1Y | +47.0% | -4.2% | +51.2% | +43.2% |
| All | +47.0% | -1.5% | +48.5% | +43.2% |
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