+3.3%
SNOW vs PPG
-24.1%
+27.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -2.4% | -6.2% | +3.8% | +1.0% |
| 30D | -1.0% | -7.9% | +7.0% | +3.3% |
| 3M | +36.9% | -10.2% | +47.1% | +43.6% |
| 6M | +83.4% | +2.7% | +80.7% | +74.3% |
| YTD | +50.0% | +4.9% | +45.1% | +37.3% |
| 1Y | +46.5% | -3.2% | +49.7% | +41.4% |
| 3Y | +93.3% | -17.0% | +110.3% | +103.8% |
| All | +3.3% | -24.1% | +27.4% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling