-75.2%
SNAP vs PENG
+520.3%
-595.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -23.0% | +9.0% | -8.2% |
| 7D | -10.4% | -36.7% | +26.3% | 0.0% |
| 30D | -11.9% | -42.0% | +30.1% | -0.5% |
| 3M | -4.5% | -33.2% | +28.7% | +2.6% |
| 6M | -16.7% | +2.1% | -18.8% | -25.7% |
| YTD | -36.9% | +90.3% | -127.2% | -53.8% |
| 1Y | -30.3% | +67.7% | -97.9% | -47.2% |
| 3Y | -52.5% | +154.2% | -206.8% | -69.9% |
| 5Y | -90.4% | +28.3% | -118.7% | -93.1% |
| All | -75.2% | +520.3% | -595.5% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling