+5.5%
SNOW vs PEGA
-47.9%
+53.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.5% |
| 7D | +4.9% | -2.4% | +7.3% | +6.1% |
| 30D | +1.5% | +9.6% | -8.1% | -3.1% |
| 3M | +39.5% | +2.3% | +37.2% | +35.7% |
| 6M | +85.9% | -23.9% | +109.8% | +107.9% |
| YTD | +52.9% | -39.8% | +92.7% | +89.6% |
| 1Y | +48.1% | -37.4% | +85.5% | +77.2% |
| 3Y | +102.2% | +53.1% | +49.0% | +34.0% |
| 5Y | +5.5% | -47.2% | +52.7% | +42.9% |
| All | +5.5% | -47.9% | +53.4% | +42.9% |
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