+14.6%
SNOW vs PFGC
+189.7%
-175.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.0% |
| 7D | +5.5% | +3.4% | +2.1% | +4.2% |
| 30D | -13.2% | +16.9% | -30.1% | -18.9% |
| 3M | -13.7% | +6.4% | -20.2% | -16.5% |
| 6M | +91.0% | +16.0% | +75.0% | +77.7% |
| YTD | +32.7% | +23.6% | +9.0% | +18.4% |
| 1Y | +13.3% | +16.6% | -3.3% | +3.4% |
| 3Y | +83.4% | +82.3% | +1.1% | +36.7% |
| 5Y | -24.7% | +138.7% | -163.4% | -49.5% |
| All | +14.6% | +189.7% | -175.1% | -18.1% |
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