-42.6%
SNAP vs PENG
+136.5%
-179.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.5% |
| 7D | +2.6% | +34.6% | -32.1% | -1.4% |
| 30D | -19.6% | -35.9% | +16.4% | -16.2% |
| 3M | +0.4% | -14.7% | +15.1% | +1.5% |
| 6M | -5.9% | +13.5% | -19.5% | -15.8% |
| YTD | -35.3% | +156.1% | -191.5% | -57.8% |
| 1Y | -42.6% | +141.3% | -183.9% | -61.8% |
| All | -42.6% | +136.5% | -179.1% | -61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling