+4,437.1%
SNDK vs PEP
+1.3%
+4,435.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.6% |
| 7D | -6.1% | -1.0% | -5.2% | -6.6% |
| 30D | +21.5% | -0.7% | +22.2% | +21.3% |
| 3M | -13.2% | -4.1% | -9.0% | -12.4% |
| 6M | +149.2% | -13.1% | +162.3% | +152.6% |
| YTD | +588.1% | -2.1% | +590.2% | +599.4% |
| 1Y | +1,837.5% | -1.7% | +1,839.2% | +1,836.9% |
| All | +4,437.1% | +1.3% | +4,435.8% | +4,525.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling