+2,684.0%
SNDK vs PEP
-4.0%
+2,688.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.7% | +13.6% | +9.6% |
| 7D | +17.2% | -2.4% | +19.6% | +13.7% |
| 30D | +28.8% | -0.8% | +29.7% | +28.1% |
| 3M | -1.1% | -2.2% | +1.0% | +1.5% |
| 6M | +190.5% | -14.4% | +204.9% | +182.0% |
| YTD | +633.0% | -2.2% | +635.2% | +714.6% |
| 1Y | +2,684.0% | -2.6% | +2,686.6% | +3,059.6% |
| All | +2,684.0% | -4.0% | +2,688.0% | +3,059.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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