-22.7%
SNOW vs PCG
+14.1%
-36.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.2% |
| 7D | +0.2% | -1.1% | +1.2% | +0.5% |
| 30D | -21.1% | +0.1% | -21.2% | -21.1% |
| 3M | -11.9% | -24.4% | +12.5% | -6.1% |
| 6M | +91.0% | -17.7% | +108.6% | +96.3% |
| YTD | +32.7% | -17.4% | +50.1% | +34.4% |
| 1Y | +10.8% | -19.4% | +30.1% | +13.1% |
| 3Y | +86.2% | -18.6% | +104.8% | +80.2% |
| 5Y | -22.7% | +10.2% | -32.9% | -43.5% |
| All | -22.7% | +14.1% | -36.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling