+3.3%
SNOW vs PGR
+159.7%
-156.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | -1.0% | +4.9% | -5.9% | -1.6% |
| 3M | +36.9% | +7.6% | +29.2% | +35.5% |
| 6M | +83.4% | +8.3% | +75.1% | +81.3% |
| YTD | +50.0% | +1.7% | +48.2% | +49.4% |
| 1Y | +46.5% | -6.8% | +53.4% | +47.7% |
| 3Y | +93.3% | +73.4% | +19.9% | +79.5% |
| All | +3.3% | +159.7% | -156.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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