+5.5%
SNOW vs PTC
+1.8%
+3.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +4.1% |
| 7D | +4.9% | -12.8% | +17.7% | +17.6% |
| 30D | +1.5% | -9.8% | +11.3% | +10.3% |
| 3M | +39.5% | -2.1% | +41.6% | +38.2% |
| 6M | +85.9% | -18.1% | +104.0% | +117.2% |
| YTD | +52.9% | -23.5% | +76.5% | +90.2% |
| 1Y | +48.1% | -37.4% | +85.5% | +118.4% |
| 3Y | +102.2% | -7.2% | +109.4% | +91.5% |
| 5Y | +5.5% | +2.7% | +2.8% | -14.3% |
| All | +5.5% | +1.8% | +3.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling