+29.8%
SNOW vs PGR
+165.1%
-135.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | -7.5% | -3.4% | -4.1% | -7.1% |
| 30D | -1.3% | +1.8% | -3.1% | -1.5% |
| 3M | +37.4% | +5.9% | +31.5% | +36.4% |
| 6M | +88.1% | +4.6% | +83.5% | +86.8% |
| YTD | +50.3% | +1.1% | +49.2% | +49.8% |
| 1Y | +46.0% | -6.6% | +52.6% | +46.9% |
| 3Y | +98.7% | +74.2% | +24.5% | +85.8% |
| 5Y | +3.5% | +159.5% | -156.0% | -10.6% |
| All | +29.8% | +165.1% | -135.3% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling