-47.7%
SNAP vs PENG
+101.4%
-149.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.4% | -10.5% | -5.4% |
| 7D | +0.7% | +4.5% | -3.8% | -0.3% |
| 30D | +2.6% | -7.1% | +9.7% | +3.6% |
| 3M | -9.9% | -27.3% | +17.4% | -7.2% |
| 6M | +1.9% | +169.6% | -167.7% | -30.0% |
| YTD | -32.2% | +164.6% | -196.8% | -53.4% |
| 1Y | -22.8% | +109.5% | -132.3% | -44.0% |
| All | -47.7% | +101.4% | -149.1% | -66.9% |
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 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