+32.8%
SNOW vs PTC
+57.8%
-25.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.0% | +0.6% | -0.6% |
| 7D | +2.8% | -10.3% | +13.1% | +12.1% |
| 30D | +6.4% | +1.1% | +5.3% | +5.1% |
| 3M | +38.1% | +1.6% | +36.5% | +33.4% |
| 6M | +100.4% | -13.5% | +113.9% | +122.3% |
| YTD | +53.7% | -19.1% | +72.8% | +80.4% |
| 1Y | +52.0% | -33.9% | +85.8% | +109.0% |
| 3Y | +114.7% | -3.9% | +118.6% | +105.7% |
| 5Y | +8.8% | +6.0% | +2.7% | -5.4% |
| All | +32.8% | +57.8% | -25.0% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling