-22.7%
SNOW vs PEGA
-47.0%
+24.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.5% | +7.4% |
| 7D | +0.2% | -10.0% | +10.1% | +5.0% |
| 30D | -21.1% | -12.7% | -8.4% | -16.2% |
| 3M | -11.9% | -4.6% | -7.3% | -10.9% |
| 6M | +91.0% | -13.1% | +104.1% | +99.7% |
| YTD | +32.7% | -47.6% | +80.3% | +74.4% |
| 1Y | +10.8% | -47.0% | +57.8% | +43.9% |
| 3Y | +86.2% | +42.0% | +44.2% | +25.8% |
| 5Y | -22.7% | -47.8% | +25.1% | +10.5% |
| All | -22.7% | -47.0% | +24.3% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling