+17.6%
SNOW vs PFG
+249.4%
-231.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | +10.8% | +0.1% | +10.7% | +10.7% |
| 30D | -16.5% | +5.0% | -21.5% | -18.5% |
| 3M | -10.1% | +0.1% | -10.2% | -10.1% |
| 6M | +96.5% | +13.8% | +82.8% | +83.9% |
| YTD | +36.2% | +31.2% | +4.9% | +18.4% |
| 1Y | +10.7% | +37.1% | -26.4% | -6.0% |
| 3Y | +86.2% | +80.6% | +5.6% | +37.9% |
| 5Y | -22.7% | +93.7% | -116.4% | -43.3% |
| All | +17.6% | +249.4% | -231.8% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling