+178.6%
STM vs PENG
+597.2%
-418.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.4% | -8.0% | +0.1% |
| 7D | -10.7% | -19.4% | +8.7% | -4.6% |
| 30D | -25.7% | -42.4% | +16.7% | -11.5% |
| 3M | -21.6% | -25.6% | +4.1% | -15.5% |
| 6M | -27.8% | +7.3% | -35.1% | -32.8% |
| YTD | +61.8% | +113.9% | -52.1% | +17.7% |
| 1Y | +78.1% | +93.6% | -15.5% | +33.3% |
| 3Y | +4.9% | +170.2% | -165.3% | -34.6% |
| 5Y | -14.3% | +44.2% | -58.5% | -39.8% |
| All | +178.6% | +597.2% | -418.6% | +28.8% |
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 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