+14.6%
SNOW vs PFG
+251.2%
-236.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | +5.5% | +2.4% | +3.1% | +4.3% |
| 30D | -13.2% | +5.9% | -19.0% | -15.6% |
| 3M | -13.7% | -0.4% | -13.3% | -13.6% |
| 6M | +91.0% | +14.8% | +76.1% | +77.9% |
| YTD | +32.7% | +31.9% | +0.7% | +15.1% |
| 1Y | +13.3% | +38.8% | -25.5% | -4.4% |
| 3Y | +83.4% | +82.4% | +1.0% | +35.2% |
| 5Y | -24.7% | +94.7% | -119.4% | -44.9% |
| All | +14.6% | +251.2% | -236.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling