+31.4%
SNPS vs PENG
+42.1%
-10.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.4% | -10.1% | -0.8% |
| 7D | -3.7% | -19.4% | +15.8% | +0.4% |
| 30D | -10.4% | -42.4% | +32.0% | +1.2% |
| 3M | +11.0% | -25.6% | +36.6% | +16.0% |
| 6M | -10.7% | +7.3% | -18.0% | -20.6% |
| YTD | -4.1% | +113.9% | -118.0% | -31.7% |
| 1Y | +13.7% | +93.6% | -79.9% | -16.8% |
| 3Y | -8.1% | +170.2% | -178.3% | -44.0% |
| All | +31.4% | +42.1% | -10.7% | -12.7% |
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