+102.2%
SNOW vs PTC
-8.0%
+110.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +3.1% |
| 7D | +4.9% | -12.8% | +17.7% | +14.8% |
| 30D | +1.5% | -9.8% | +11.3% | +8.5% |
| 3M | +39.5% | -2.1% | +41.6% | +39.3% |
| 6M | +85.9% | -18.1% | +104.0% | +111.7% |
| YTD | +52.9% | -23.5% | +76.5% | +82.7% |
| 1Y | +48.1% | -37.4% | +85.5% | +101.5% |
| 3Y | +102.2% | -7.2% | +109.4% | +102.2% |
| All | +102.2% | -8.0% | +110.2% | +102.2% |
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