+97.2%
SNOW vs PFG
+68.9%
+28.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.3% |
| 7D | +4.9% | +6.0% | -1.1% | +1.9% |
| 30D | +1.5% | +2.2% | -0.7% | +0.5% |
| 3M | +39.5% | +10.4% | +29.2% | +32.1% |
| 6M | +85.9% | +27.8% | +58.1% | +61.1% |
| YTD | +52.9% | +33.6% | +19.3% | +28.8% |
| 1Y | +48.1% | +49.3% | -1.2% | +16.0% |
| All | +97.2% | +68.9% | +28.3% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling