+46.2%
SNOW vs PCOR
-30.9%
+77.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.3% | -1.2% | -2.4% |
| 7D | +2.8% | -9.0% | +11.8% | +10.0% |
| 30D | +6.4% | +4.2% | +2.3% | +3.2% |
| 3M | +38.1% | +14.4% | +23.7% | +23.6% |
| 6M | +100.4% | +0.2% | +100.2% | +96.0% |
| YTD | +53.7% | -20.3% | +74.0% | +75.0% |
| 1Y | +52.0% | -16.1% | +68.1% | +63.7% |
| 3Y | +114.7% | -14.7% | +129.4% | +109.3% |
| 5Y | +8.8% | -43.2% | +51.9% | +12.0% |
| All | +46.2% | -30.9% | +77.2% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling