+29.8%
SNOW vs PFG
+255.6%
-225.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.9% |
| 7D | -7.5% | -3.0% | -4.5% | -6.1% |
| 30D | -1.3% | +2.5% | -3.8% | -2.2% |
| 3M | +37.4% | +6.1% | +31.4% | +33.7% |
| 6M | +88.1% | +31.3% | +56.8% | +64.3% |
| YTD | +50.3% | +33.6% | +16.8% | +30.0% |
| 1Y | +46.0% | +48.5% | -2.5% | +19.4% |
| 3Y | +98.7% | +69.6% | +29.1% | +51.6% |
| 5Y | +3.5% | +111.5% | -108.0% | -24.5% |
| All | +29.8% | +255.6% | -225.7% | -1.5% |
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