+94.8%
SNOW vs PEG
+32.2%
+62.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +8.4% | -0.1% | +8.5% | +8.4% |
| 30D | -1.0% | -1.7% | +0.8% | -0.7% |
| 3M | +38.3% | -6.8% | +45.1% | +39.6% |
| 6M | +81.3% | -11.4% | +92.7% | +84.9% |
| YTD | +51.1% | -7.2% | +58.3% | +51.4% |
| 1Y | +47.0% | -6.1% | +53.1% | +46.2% |
| All | +94.8% | +32.2% | +62.6% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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