+32.8%
SNOW vs PEG
+72.9%
-40.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | +6.4% | -2.4% | +8.9% | +6.8% |
| 3M | +38.1% | -4.8% | +42.9% | +39.0% |
| 6M | +100.4% | -10.7% | +111.1% | +103.9% |
| YTD | +53.7% | -6.7% | +60.4% | +54.4% |
| 1Y | +52.0% | -6.8% | +58.8% | +52.5% |
| 3Y | +114.7% | +34.5% | +80.2% | +101.2% |
| 5Y | +8.8% | +35.8% | -27.0% | +1.4% |
| All | +32.8% | +72.9% | -40.1% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling