+166.7%
STM vs PENG
+520.3%
-353.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -23.0% | +10.6% | -4.4% |
| 7D | -20.1% | -36.7% | +16.6% | -7.1% |
| 30D | -32.0% | -42.0% | +10.1% | -19.5% |
| 3M | -24.2% | -33.2% | +9.0% | -15.1% |
| 6M | -29.9% | +2.1% | -32.0% | -33.5% |
| YTD | +54.9% | +90.3% | -35.4% | +17.6% |
| 1Y | +68.0% | +67.7% | +0.3% | +32.3% |
| 3Y | -0.1% | +154.2% | -154.4% | -36.2% |
| 5Y | -17.9% | +28.3% | -46.2% | -39.8% |
| All | +166.7% | +520.3% | -353.6% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling