+89.6%
PENG vs SNY
-4.6%
+94.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.9% |
| 7D | 0.0% | -3.6% | +3.6% | -0.9% |
| 30D | -15.2% | -1.9% | -13.3% | -15.6% |
| 3M | -16.9% | -2.0% | -15.0% | -16.9% |
| 6M | +161.5% | +2.5% | +159.0% | +157.6% |
| YTD | +148.6% | -7.0% | +155.5% | +150.9% |
| 1Y | +89.6% | -4.4% | +94.0% | +84.1% |
| All | +89.6% | -4.6% | +94.2% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling