-74.4%
SNAP vs PENG
+689.3%
-763.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +2.2% |
| 7D | +6.0% | +13.2% | -7.2% | +2.6% |
| 30D | -13.8% | -29.9% | +16.2% | -7.3% |
| 3M | -0.8% | -22.2% | +21.5% | +2.3% |
| 6M | -6.2% | -1.9% | -4.4% | -14.8% |
| YTD | -34.8% | +142.1% | -176.9% | -55.3% |
| 1Y | -38.7% | +151.5% | -190.2% | -58.5% |
| 3Y | -53.5% | +206.9% | -260.4% | -71.9% |
| 5Y | -90.2% | +58.2% | -148.4% | -93.4% |
| All | -74.4% | +689.3% | -763.7% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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