-52.6%
SNAP vs PENG
+153.0%
-205.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -23.0% | +9.0% | -9.0% |
| 7D | -10.4% | -36.7% | +26.3% | -1.7% |
| 30D | -11.9% | -42.0% | +30.1% | -2.2% |
| 3M | -4.5% | -33.2% | +28.7% | +1.7% |
| 6M | -16.7% | +2.1% | -18.8% | -27.6% |
| YTD | -36.9% | +90.3% | -127.2% | -56.5% |
| 1Y | -30.3% | +67.7% | -97.9% | -50.0% |
| All | -52.6% | +153.0% | -205.6% | -72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling