+3.5%
SNOW vs PEG
+35.4%
-31.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -7.5% | -0.9% | -6.6% | -7.3% |
| 30D | -1.3% | -2.8% | +1.4% | -0.7% |
| 3M | +37.4% | -6.9% | +44.4% | +39.5% |
| 6M | +88.1% | -11.4% | +99.5% | +92.7% |
| YTD | +50.3% | -7.4% | +57.7% | +51.5% |
| 1Y | +46.0% | -8.3% | +54.3% | +47.3% |
| 3Y | +98.7% | +31.5% | +67.1% | +79.8% |
| 5Y | +3.5% | +38.0% | -34.4% | -11.3% |
| All | +3.5% | +35.4% | -31.9% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling