-61.8%
STLA vs PENG
+120.3%
-182.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.3% | -13.8% | -3.9% |
| 7D | -11.6% | +1.9% | -13.5% | -11.8% |
| 30D | -6.2% | -37.8% | +31.6% | -4.2% |
| 3M | -24.6% | -14.1% | -10.5% | -24.6% |
| 6M | -44.9% | +13.1% | -58.0% | -48.5% |
| YTD | -62.3% | +151.8% | -214.0% | -67.8% |
| 1Y | -61.8% | +136.0% | -197.8% | -66.8% |
| All | -61.8% | +120.3% | -182.1% | -66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling