+110.9%
SNOW vs PCG
-12.4%
+123.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.5% |
| 7D | +2.8% | -13.9% | +16.7% | +2.5% |
| 30D | +6.4% | -16.9% | +23.3% | +6.0% |
| 3M | +38.1% | -14.7% | +52.8% | +37.6% |
| 6M | +100.4% | -23.8% | +124.2% | +101.5% |
| YTD | +53.7% | -10.5% | +64.2% | +51.8% |
| 1Y | +52.0% | -5.1% | +57.1% | +48.3% |
| All | +110.9% | -12.4% | +123.3% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling