+13.3%
SNOW vs PEGA
-44.6%
+57.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.1% |
| 7D | +5.5% | +0.1% | +5.4% | +5.3% |
| 30D | -13.2% | -4.1% | -9.0% | -11.9% |
| 3M | -13.7% | -2.8% | -10.9% | -13.3% |
| 6M | +91.0% | -0.4% | +91.4% | +89.2% |
| YTD | +32.7% | -45.4% | +78.0% | +52.5% |
| 1Y | +13.3% | -42.6% | +55.9% | +33.8% |
| All | +13.3% | -44.6% | +57.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling