-25.9%
STRL vs PENG
+120.5%
-146.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -9.1% | -12.4% | -16.5% |
| 7D | -27.1% | -20.5% | -6.6% | -17.2% |
| 30D | -45.8% | -20.4% | -25.4% | -39.7% |
| 3M | -47.6% | -16.4% | -31.2% | -43.7% |
| 6M | -46.4% | +49.2% | -95.7% | -64.7% |
| YTD | -7.4% | +147.2% | -154.6% | -54.0% |
| 1Y | -25.9% | +124.7% | -150.5% | -60.6% |
| All | -25.9% | +120.5% | -146.3% | -60.6% |
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