+260.6%
SNDU vs PENG
+184.1%
+76.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | +6.4% | +17.2% | +14.9% |
| 7D | +35.2% | +4.5% | +30.6% | +28.4% |
| 30D | +50.8% | -7.1% | +57.9% | +67.8% |
| 3M | -43.2% | -27.3% | -15.9% | +0.5% |
| All | +260.6% | +184.1% | +76.5% | +45.5% |
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 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 · Available span rolling