+206.9%
PENG vs SNY
+22.5%
+184.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.5% |
| 7D | +13.2% | +2.8% | +10.4% | +13.2% |
| 30D | -29.9% | +21.6% | -51.6% | -30.3% |
| 3M | -22.2% | +10.5% | -32.7% | -22.0% |
| 6M | -1.9% | +14.0% | -15.9% | -3.0% |
| YTD | +142.1% | +5.4% | +136.8% | +144.2% |
| 1Y | +151.5% | -2.5% | +154.0% | +159.1% |
| 3Y | +206.9% | +22.1% | +184.8% | +198.6% |
| All | +206.9% | +22.5% | +184.4% | +198.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling