-17.9%
STM vs PENG
+31.0%
-48.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -23.0% | +10.6% | -3.4% |
| 7D | -20.1% | -36.7% | +16.6% | -5.4% |
| 30D | -32.0% | -42.0% | +10.1% | -17.9% |
| 3M | -24.2% | -33.2% | +9.0% | -14.1% |
| 6M | -29.9% | +2.1% | -32.0% | -34.4% |
| YTD | +54.9% | +90.3% | -35.4% | +12.7% |
| 1Y | +68.0% | +67.7% | +0.3% | +27.4% |
| 3Y | -0.1% | +154.2% | -154.4% | -42.0% |
| 5Y | -17.9% | +28.3% | -46.2% | -45.4% |
| All | -17.9% | +31.0% | -48.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling