+91.3%
SNOW vs PCOR
+43.8%
+47.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -9.9% | +22.7% | -32.6% | -21.0% |
| 30D | -17.1% | +37.5% | -54.6% | -32.0% |
| 3M | -13.2% | +35.2% | -48.4% | -28.7% |
| 6M | +97.4% | +42.2% | +55.2% | +56.1% |
| YTD | +25.8% | +3.6% | +22.2% | +18.0% |
| 1Y | +4.2% | -4.8% | +9.0% | +2.4% |
| 3Y | +91.3% | +48.3% | +43.0% | +40.7% |
| All | +91.3% | +43.8% | +47.5% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling