+2,189.8%
SNDK vs PENG
+97.0%
+2,092.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -1.1% |
| 7D | +8.8% | 0.0% | +8.9% | +9.1% |
| 30D | +33.2% | -15.2% | +48.4% | +47.5% |
| 3M | +3.0% | -16.9% | +19.9% | +17.2% |
| 6M | +173.5% | +161.5% | +11.9% | +78.1% |
| YTD | +613.0% | +148.6% | +464.5% | +369.2% |
| 1Y | +2,189.8% | +89.6% | +2,100.1% | +1,478.0% |
| All | +2,189.8% | +97.0% | +2,092.8% | +1,478.0% |
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