+2,684.0%
SNDK vs PENG
+118.5%
+2,565.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.4% | +5.5% | +8.0% |
| 7D | +17.2% | +4.5% | +12.6% | +14.2% |
| 30D | +28.8% | -7.1% | +35.9% | +34.4% |
| 3M | -1.1% | -27.3% | +26.1% | +17.3% |
| 6M | +190.5% | +169.6% | +20.9% | +84.4% |
| YTD | +633.0% | +164.6% | +468.4% | +362.5% |
| 1Y | +2,684.0% | +109.5% | +2,574.5% | +1,549.2% |
| All | +2,684.0% | +118.5% | +2,565.5% | +1,549.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling