+0.4%
STM vs PENG
+153.0%
-152.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -23.0% | +10.6% | -3.4% |
| 7D | -20.1% | -36.7% | +16.6% | -5.6% |
| 30D | -32.0% | -42.0% | +10.1% | -18.1% |
| 3M | -24.2% | -33.2% | +9.0% | -14.3% |
| 6M | -29.9% | +2.1% | -32.0% | -33.7% |
| YTD | +54.9% | +90.3% | -35.4% | +15.7% |
| 1Y | +68.0% | +67.7% | +0.3% | +30.5% |
| All | +0.4% | +153.0% | -152.6% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling