+3.6%
SNOW vs PFGC
+111.7%
-108.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | +8.4% | -3.7% | +12.1% | +10.7% |
| 30D | -1.0% | -16.0% | +15.0% | +8.8% |
| 3M | +38.3% | -4.1% | +42.5% | +40.5% |
| 6M | +81.3% | +8.7% | +72.6% | +69.2% |
| YTD | +51.1% | +6.4% | +44.8% | +40.5% |
| 1Y | +47.0% | -8.4% | +55.3% | +49.1% |
| 3Y | +99.7% | +61.8% | +38.0% | +34.7% |
| 5Y | +3.6% | +108.7% | -105.1% | -44.7% |
| All | +3.6% | +111.7% | -108.1% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling