-31.5%
STLA vs PENG
+735.0%
-766.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.4% |
| 7D | -13.1% | +34.6% | -47.7% | -18.0% |
| 30D | -13.3% | -35.9% | +22.7% | -7.6% |
| 3M | -27.9% | -14.7% | -13.2% | -28.0% |
| 6M | -47.8% | +13.5% | -61.4% | -53.2% |
| YTD | -64.6% | +156.1% | -220.7% | -73.8% |
| 1Y | -64.0% | +141.3% | -205.3% | -73.1% |
| 3Y | -76.8% | +223.4% | -300.3% | -84.6% |
| 5Y | -74.2% | +67.4% | -141.6% | -81.6% |
| All | -31.5% | +735.0% | -766.5% | -61.3% |
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