-10.1%
SNPS vs PENG
+153.0%
-163.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -23.0% | +18.1% | +0.4% |
| 7D | -10.2% | -36.7% | +26.5% | -1.2% |
| 30D | -12.8% | -42.0% | +29.2% | -2.8% |
| 3M | +9.9% | -33.2% | +43.1% | +17.5% |
| 6M | -12.4% | +2.1% | -14.5% | -21.3% |
| YTD | -6.3% | +90.3% | -96.5% | -30.9% |
| 1Y | +7.6% | +67.7% | -60.0% | -17.9% |
| All | -10.1% | +153.0% | -163.2% | -40.8% |
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