+19.7%
SNOW vs PCOR
-10.3%
+30.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.6% |
| 7D | -9.9% | +22.7% | -32.6% | -23.3% |
| 30D | -17.1% | +37.5% | -54.6% | -34.8% |
| 3M | -13.2% | +35.2% | -48.4% | -31.8% |
| 6M | +97.4% | +42.2% | +55.2% | +48.0% |
| YTD | +25.8% | +3.6% | +22.2% | +16.1% |
| 1Y | +4.2% | -4.8% | +9.0% | +1.8% |
| 3Y | +91.3% | +48.3% | +43.0% | +22.8% |
| 5Y | -24.4% | -20.1% | -4.3% | -37.3% |
| All | +19.7% | -10.3% | +30.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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