+10.7%
SNDU vs PENG
+165.4%
-154.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -9.1% | -6.7% | -4.4% |
| 7D | -48.0% | -20.5% | -27.5% | -28.1% |
| 30D | -66.4% | -20.4% | -46.1% | -56.3% |
| 3M | -58.7% | -16.4% | -42.3% | -50.8% |
| 6M | -68.6% | +49.2% | -117.8% | -74.5% |
| All | +10.7% | +165.4% | -154.7% | -54.7% |
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