+29.8%
SNOW vs PFGC
+145.9%
-116.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | -7.5% | -4.8% | -2.7% | -5.7% |
| 30D | -1.3% | -17.2% | +15.9% | +6.1% |
| 3M | +37.4% | -6.3% | +43.8% | +40.4% |
| 6M | +88.1% | +8.8% | +79.2% | +79.3% |
| YTD | +50.3% | +4.9% | +45.4% | +44.1% |
| 1Y | +46.0% | -9.5% | +55.5% | +48.5% |
| 3Y | +98.7% | +59.6% | +39.1% | +56.9% |
| 5Y | +3.5% | +113.5% | -110.0% | -25.7% |
| All | +29.8% | +145.9% | -116.0% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling