+91.3%
SNOW vs PTC
+32.2%
+59.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.2% |
| 7D | -9.9% | -0.2% | -9.6% | -9.7% |
| 30D | -17.1% | +0.8% | -17.9% | -17.4% |
| 3M | -13.2% | +32.1% | -45.4% | -26.1% |
| 6M | +97.4% | +42.6% | +54.8% | +57.3% |
| YTD | +25.8% | +12.0% | +13.8% | +20.0% |
| 1Y | +4.2% | +12.2% | -7.9% | -0.8% |
| 3Y | +91.3% | +31.2% | +60.1% | +37.3% |
| All | +91.3% | +32.2% | +59.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling