+52.0%
SNOW vs PFGC
-5.1%
+57.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.5% |
| 7D | +2.8% | -2.2% | +5.0% | +2.6% |
| 30D | +6.4% | -11.9% | +18.4% | +5.5% |
| 3M | +38.1% | +5.0% | +33.1% | +39.6% |
| 6M | +100.4% | +8.6% | +91.8% | +103.0% |
| YTD | +53.7% | +9.7% | +44.0% | +59.7% |
| 1Y | +52.0% | -6.3% | +58.2% | +50.3% |
| All | +52.0% | -5.1% | +57.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling