+95.4%
STM vs PENG
+136.5%
-41.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.3% |
| 7D | +16.3% | +34.6% | -18.3% | +2.4% |
| 30D | -6.3% | -35.9% | +29.7% | +10.0% |
| 3M | -14.1% | -14.7% | +0.6% | -12.1% |
| 6M | -19.6% | +13.5% | -33.1% | -27.8% |
| YTD | +80.1% | +156.1% | -76.0% | +20.1% |
| 1Y | +95.4% | +141.3% | -46.0% | +32.1% |
| All | +95.4% | +136.5% | -41.2% | +32.1% |
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