+17.1%
SNPS vs PENG
+115.2%
-98.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.4% | -11.8% | -7.0% |
| 7D | -11.0% | +4.5% | -15.6% | -12.1% |
| 30D | -1.7% | -7.1% | +5.4% | -0.3% |
| 3M | -20.4% | -27.3% | +6.9% | -17.1% |
| 6M | -8.6% | +169.6% | -178.2% | -36.0% |
| YTD | -16.2% | +164.6% | -180.8% | -41.5% |
| 1Y | -34.6% | +109.5% | -144.0% | -52.0% |
| 3Y | -14.5% | +98.9% | -113.4% | -42.6% |
| All | +17.1% | +115.2% | -98.1% | -23.8% |
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 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