-70.2%
STLA vs PENG
+31.0%
-101.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.0% | +18.5% | -0.5% |
| 7D | -5.5% | -36.7% | +31.2% | +1.3% |
| 30D | -3.7% | -42.0% | +38.3% | +4.2% |
| 3M | -21.1% | -33.2% | +12.1% | -17.8% |
| 6M | -38.3% | +2.1% | -40.4% | -44.8% |
| YTD | -59.2% | +90.3% | -149.5% | -69.3% |
| 1Y | -56.7% | +67.7% | -124.3% | -66.4% |
| 3Y | -74.3% | +154.2% | -228.6% | -83.3% |
| 5Y | -70.2% | +28.3% | -98.5% | -79.5% |
| All | -70.2% | +31.0% | -101.2% | -79.5% |
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