+111.6%
SNOW vs PENG
+101.4%
+10.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -6.3% |
| 7D | +2.8% | +4.5% | -1.7% | +2.1% |
| 30D | +6.4% | -7.1% | +13.5% | +7.2% |
| 3M | +38.1% | -27.3% | +65.3% | +40.9% |
| 6M | +100.4% | +169.6% | -69.2% | +54.8% |
| YTD | +53.7% | +164.6% | -110.9% | +18.7% |
| 1Y | +52.0% | +109.5% | -57.5% | +21.8% |
| All | +111.6% | +101.4% | +10.2% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling