+30.5%
SNOW vs PNC
+168.3%
-137.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +8.4% | -0.7% | +9.1% | +8.8% |
| 30D | -1.0% | -4.4% | +3.4% | +1.1% |
| 3M | +38.3% | +4.5% | +33.8% | +35.0% |
| 6M | +81.3% | +19.1% | +62.2% | +64.9% |
| YTD | +51.1% | +18.0% | +33.1% | +37.6% |
| 1Y | +47.0% | +24.1% | +22.9% | +30.0% |
| 3Y | +99.7% | +130.0% | -30.3% | +28.0% |
| 5Y | +3.6% | +50.4% | -46.8% | -19.3% |
| All | +30.5% | +168.3% | -137.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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