-28.4%
SNDU vs PENG
+159.9%
-188.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -5.5% | -6.0% | -4.3% |
| 7D | +9.0% | +13.2% | -4.3% | -5.3% |
| 30D | -67.4% | -29.9% | -37.5% | -41.6% |
| 3M | -75.6% | -22.2% | -53.4% | -64.6% |
| 6M | -84.0% | -1.9% | -82.1% | -77.7% |
| All | -28.4% | +159.9% | -188.3% | -66.7% |
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