-90.5%
SNAP vs PENG
+50.3%
-140.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -10.6% | -16.1% | +5.5% | -6.9% |
| 30D | -19.7% | -41.5% | +21.7% | -8.6% |
| 3M | -6.5% | -19.1% | +12.6% | -4.6% |
| 6M | -17.8% | +0.9% | -18.7% | -28.4% |
| YTD | -38.0% | +128.2% | -166.3% | -61.2% |
| 1Y | -42.5% | +98.6% | -141.0% | -62.2% |
| 3Y | -55.8% | +188.2% | -244.0% | -77.5% |
| 5Y | -90.5% | +55.5% | -146.1% | -94.1% |
| All | -90.5% | +50.3% | -140.8% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling