+623.0%
PENG vs SNY
+27.2%
+595.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | 0.0% | -3.6% | +3.6% | +1.3% |
| 30D | -15.2% | -1.9% | -13.3% | -14.7% |
| 3M | -16.9% | -2.0% | -15.0% | -17.2% |
| 6M | +161.5% | +2.5% | +159.0% | +154.8% |
| YTD | +148.6% | -7.0% | +155.5% | +151.3% |
| 1Y | +89.6% | -4.4% | +94.0% | +89.1% |
| 3Y | +99.8% | -8.4% | +108.2% | +96.0% |
| 5Y | +100.9% | +9.5% | +91.4% | +74.3% |
| All | +623.0% | +27.2% | +595.8% | +518.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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