+4,800.5%
SNDK vs PENG
+148.7%
+4,651.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +13.6% | +7.3% | +6.3% | +8.7% |
| 30D | +42.5% | -7.5% | +50.0% | +50.1% |
| 3M | +7.1% | -17.2% | +24.4% | +21.1% |
| 6M | +199.7% | +176.7% | +22.9% | +56.0% |
| YTD | +643.2% | +161.0% | +482.1% | +292.3% |
| 1Y | +2,402.0% | +108.8% | +2,293.2% | +1,362.0% |
| All | +4,800.5% | +148.7% | +4,651.8% | +2,395.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling