+11.2%
SNPS vs PENG
+120.5%
-109.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +1.6% |
| 7D | -3.9% | -20.5% | +16.5% | -0.2% |
| 30D | -5.2% | -20.4% | +15.1% | -2.0% |
| 3M | +14.6% | -16.4% | +31.0% | +16.9% |
| 6M | -6.9% | +49.2% | -56.2% | -21.7% |
| YTD | -1.4% | +147.2% | -148.6% | -28.7% |
| 1Y | +11.2% | +124.7% | -113.5% | -17.5% |
| All | +11.2% | +120.5% | -109.3% | -17.5% |
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 · 6 months rolling