+30.5%
SNOW vs PTC
+44.3%
-13.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +1.4% |
| 7D | +8.4% | -13.6% | +22.0% | +21.4% |
| 30D | -1.0% | -14.7% | +13.7% | +11.8% |
| 3M | +38.3% | -5.9% | +44.2% | +41.5% |
| 6M | +81.3% | -21.1% | +102.4% | +115.8% |
| YTD | +51.1% | -26.0% | +77.1% | +89.9% |
| 1Y | +47.0% | -36.8% | +83.8% | +108.9% |
| 3Y | +99.7% | -10.3% | +110.0% | +101.2% |
| 5Y | +3.6% | +1.2% | +2.4% | -6.0% |
| All | +30.5% | +44.3% | -13.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling