+98.3%
STM vs PENG
+130.4%
-32.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +2.9% |
| 7D | +12.0% | +13.2% | -1.2% | +6.0% |
| 30D | -0.4% | -29.9% | +29.6% | +13.1% |
| 3M | -13.2% | -22.2% | +9.0% | -7.7% |
| 6M | -26.1% | -1.9% | -24.2% | -30.3% |
| YTD | +81.2% | +142.1% | -60.9% | +21.1% |
| 1Y | +98.3% | +151.5% | -53.2% | +29.6% |
| All | +98.3% | +130.4% | -32.0% | +29.6% |
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 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