+97.2%
SNOW vs PFGC
+63.7%
+33.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +4.9% | -2.4% | +7.3% | +5.8% |
| 30D | +1.5% | -15.8% | +17.3% | +7.9% |
| 3M | +39.5% | -0.6% | +40.1% | +38.9% |
| 6M | +85.9% | +10.7% | +75.2% | +75.9% |
| YTD | +52.9% | +7.6% | +45.3% | +44.7% |
| 1Y | +48.1% | -7.8% | +55.9% | +51.9% |
| All | +97.2% | +63.7% | +33.5% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling