+198.5%
STM vs PENG
+644.0%
-445.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.2% |
| 7D | -7.9% | -16.1% | +8.2% | -2.6% |
| 30D | -14.1% | -41.5% | +27.3% | +1.8% |
| 3M | -17.6% | -19.1% | +1.5% | -13.8% |
| 6M | -24.2% | +0.9% | -25.2% | -28.0% |
| YTD | +73.3% | +128.2% | -54.9% | +23.3% |
| 1Y | +90.1% | +98.6% | -8.5% | +40.9% |
| 3Y | +10.3% | +188.2% | -177.8% | -32.7% |
| 5Y | -5.7% | +55.5% | -61.3% | -35.5% |
| All | +198.5% | +644.0% | -445.5% | +34.9% |
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