-61.7%
STLA vs PENG
+115.2%
-176.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | 0.0% |
| 7D | +2.6% | +4.5% | -2.0% | +1.7% |
| 30D | -1.2% | -7.1% | +5.9% | -0.4% |
| 3M | -24.8% | -27.3% | +2.5% | -22.9% |
| 6M | -25.6% | +169.6% | -195.2% | -45.3% |
| YTD | -48.9% | +164.6% | -213.6% | -62.7% |
| 1Y | -38.8% | +109.5% | -148.2% | -53.1% |
| 3Y | -64.5% | +98.9% | -163.5% | -75.0% |
| All | -61.7% | +115.2% | -176.9% | -73.6% |
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