+30.5%
SNOW vs PPG
-7.0%
+37.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | +8.4% | -3.7% | +12.1% | +10.2% |
| 30D | -1.0% | -7.2% | +6.2% | +2.4% |
| 3M | +38.3% | -7.3% | +45.6% | +42.0% |
| 6M | +81.3% | +0.3% | +81.0% | +76.4% |
| YTD | +51.1% | +6.5% | +44.6% | +39.6% |
| 1Y | +47.0% | +0.5% | +46.4% | +39.9% |
| 3Y | +99.7% | -15.3% | +115.0% | +106.7% |
| 5Y | +3.6% | -22.9% | +26.5% | +3.2% |
| All | +30.5% | -7.0% | +37.6% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling