+93.3%
SNOW vs PPG
-17.4%
+110.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.4% | -6.2% | +3.8% | -0.9% |
| 30D | -1.0% | -7.9% | +7.0% | +1.0% |
| 3M | +36.9% | -10.2% | +47.1% | +40.0% |
| 6M | +83.4% | +2.7% | +80.7% | +78.5% |
| YTD | +50.0% | +4.9% | +45.1% | +41.5% |
| 1Y | +46.5% | -3.2% | +49.7% | +44.0% |
| 3Y | +93.3% | -17.0% | +110.3% | +99.9% |
| All | +93.3% | -17.4% | +110.7% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling