+448.0%
SNXX vs PENG
+155.7%
+292.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +3.4% |
| 7D | +27.3% | +7.3% | +20.0% | +17.2% |
| 30D | +89.3% | -7.5% | +96.8% | +115.0% |
| 3M | -29.6% | -17.2% | -12.3% | +8.4% |
| 6M | +324.4% | +176.7% | +147.7% | +74.1% |
| All | +448.0% | +155.7% | +292.3% | +142.6% |
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 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