+32.8%
SNOW vs PFGC
+157.0%
-124.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.2% |
| 7D | +2.8% | -2.2% | +5.0% | +3.7% |
| 30D | +6.4% | -11.9% | +18.4% | +11.7% |
| 3M | +38.1% | +5.0% | +33.1% | +34.7% |
| 6M | +100.4% | +8.6% | +91.8% | +91.3% |
| YTD | +53.7% | +9.7% | +44.0% | +44.8% |
| 1Y | +52.0% | -6.3% | +58.2% | +52.5% |
| 3Y | +114.7% | +58.2% | +56.4% | +70.1% |
| 5Y | +8.8% | +110.4% | -101.7% | -23.1% |
| All | +32.8% | +157.0% | -124.3% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling