+4,727.7%
SNDK vs PENG
+149.9%
+4,577.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | +13.1% | +7.8% | +5.3% | +7.9% |
| 30D | +43.4% | -12.2% | +55.6% | +55.8% |
| 3M | +5.8% | -20.6% | +26.5% | +22.2% |
| 6M | +229.6% | +180.9% | +48.6% | +70.0% |
| YTD | +632.2% | +162.3% | +469.9% | +285.3% |
| 1Y | +2,365.4% | +107.3% | +2,258.1% | +1,350.7% |
| All | +4,727.7% | +149.9% | +4,577.9% | +2,351.4% |
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