-26.1%
SNOW vs PEG
+43.5%
-69.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | +5.5% | +4.5% | +1.0% | +4.5% |
| 30D | -13.2% | +7.5% | -20.7% | -14.6% |
| 3M | -13.7% | +0.8% | -14.6% | -14.0% |
| 6M | +91.0% | 0.0% | +91.0% | +90.0% |
| YTD | +32.7% | -3.0% | +35.7% | +32.2% |
| 1Y | +13.3% | -4.7% | +18.0% | +13.6% |
| 3Y | +83.4% | +36.5% | +46.9% | +63.7% |
| All | -26.1% | +43.5% | -69.5% | -38.2% |
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