-25.6%
SNOW vs PENG
+42.1%
-67.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.4% | -10.0% | -0.7% |
| 7D | -9.9% | -19.4% | +9.6% | -5.7% |
| 30D | -17.1% | -42.4% | +25.3% | -6.2% |
| 3M | -13.2% | -25.6% | +12.4% | -9.0% |
| 6M | +97.4% | +7.3% | +90.1% | +71.7% |
| YTD | +25.8% | +113.9% | -88.1% | -15.2% |
| 1Y | +4.2% | +93.6% | -89.4% | -27.7% |
| 3Y | +91.3% | +170.2% | -78.9% | +2.3% |
| All | -25.6% | +42.1% | -67.7% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling