+231.1%
SNDK vs PENG
+136.5%
+94.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -5.2% |
| 7D | +16.2% | +34.6% | -18.4% | -3.8% |
| 30D | -36.8% | -35.9% | -0.8% | -17.9% |
| 3M | -30.3% | -14.7% | -15.6% | -25.9% |
| 6M | -35.4% | +13.5% | -49.0% | -41.0% |
| YTD | +294.9% | +156.1% | +138.8% | +122.6% |
| 1Y | +231.1% | +141.3% | +89.8% | +99.1% |
| All | +231.1% | +136.5% | +94.6% | +99.1% |
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 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