+13.7%
SNPS vs PENG
+88.9%
-75.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.4% | -10.1% | +0.1% |
| 7D | -3.7% | -19.4% | +15.8% | -0.7% |
| 30D | -10.4% | -42.4% | +32.0% | -2.4% |
| 3M | +11.0% | -25.6% | +36.6% | +15.0% |
| 6M | -10.7% | +7.3% | -18.0% | -19.1% |
| YTD | -4.1% | +113.9% | -118.0% | -29.1% |
| 1Y | +13.7% | +93.6% | -79.9% | -13.6% |
| All | +13.7% | +88.9% | -75.2% | -13.6% |
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 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