-21.3%
STLA vs PENG
+597.2%
-618.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.4% | -12.6% | -2.5% |
| 7D | -4.5% | -19.4% | +14.9% | -1.8% |
| 30D | -3.9% | -42.4% | +38.5% | +4.5% |
| 3M | -20.2% | -25.6% | +5.5% | -18.3% |
| 6M | -42.2% | +7.3% | -49.5% | -47.7% |
| YTD | -59.3% | +113.9% | -173.2% | -68.9% |
| 1Y | -56.1% | +93.6% | -149.6% | -65.8% |
| 3Y | -73.7% | +170.2% | -243.9% | -81.8% |
| 5Y | -70.3% | +44.2% | -114.5% | -78.2% |
| All | -21.3% | +597.2% | -618.5% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling