+3.6%
SNOW vs PFG
+109.8%
-106.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | +8.4% | +3.2% | +5.2% | +6.6% |
| 30D | -1.0% | +0.9% | -1.9% | -1.2% |
| 3M | +38.3% | +7.7% | +30.6% | +31.9% |
| 6M | +81.3% | +29.0% | +52.3% | +52.8% |
| YTD | +51.1% | +32.5% | +18.6% | +24.6% |
| 1Y | +47.0% | +47.3% | -0.4% | +12.1% |
| 3Y | +99.7% | +68.2% | +31.5% | +35.7% |
| 5Y | +3.6% | +108.5% | -104.9% | -41.9% |
| All | +3.6% | +109.8% | -106.2% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling