+32.8%
SNOW vs PEGA
-38.5%
+71.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -4.9% |
| 7D | +2.8% | +3.3% | -0.5% | +1.2% |
| 30D | +6.4% | +17.7% | -11.3% | -2.1% |
| 3M | +38.1% | +5.8% | +32.3% | +32.0% |
| 6M | +100.4% | -20.3% | +120.6% | +120.1% |
| YTD | +53.7% | -37.1% | +90.9% | +88.3% |
| 1Y | +52.0% | -30.2% | +82.2% | +73.2% |
| 3Y | +114.7% | +48.1% | +66.5% | +42.9% |
| 5Y | +8.8% | -46.8% | +55.6% | +44.4% |
| All | +32.8% | -38.5% | +71.3% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling