-53.8%
SNAP vs PENG
+184.4%
-238.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -14.9% | -5.2% |
| 7D | -7.1% | -19.4% | +12.3% | -3.4% |
| 30D | -14.6% | -42.4% | +27.8% | -5.2% |
| 3M | -5.0% | -25.6% | +20.7% | -1.3% |
| 6M | -18.8% | +7.3% | -26.1% | -29.8% |
| YTD | -38.5% | +113.9% | -152.4% | -58.8% |
| 1Y | -38.1% | +93.6% | -131.6% | -57.2% |
| 3Y | -53.8% | +170.2% | -224.0% | -73.8% |
| All | -53.8% | +184.4% | -238.1% | -73.8% |
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 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