+2,615.8%
SNDK vs PENG
+139.9%
+2,475.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +10.3% | +3.4% | +7.1% |
| 7D | -5.8% | +1.9% | -7.6% | -6.4% |
| 30D | -34.3% | -37.8% | +3.5% | -12.5% |
| 3M | -23.1% | -14.1% | -9.0% | -18.4% |
| 6M | -36.8% | +13.1% | -49.9% | -44.5% |
| YTD | +311.9% | +151.8% | +160.1% | +113.5% |
| 1Y | +260.0% | +136.0% | +124.0% | +96.0% |
| All | +2,615.8% | +139.9% | +2,475.9% | +1,258.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling