+2,755.3%
STRL vs PENG
+661.7%
+2,093.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +9.3% | +5.7% | +12.2% |
| 7D | -13.3% | -3.8% | -9.6% | -11.9% |
| 30D | -43.3% | -40.1% | -3.3% | -34.4% |
| 3M | -46.9% | -21.8% | -25.1% | -43.2% |
| 6M | -65.6% | +3.3% | -68.9% | -66.5% |
| YTD | -5.1% | +133.6% | -138.7% | -24.2% |
| 1Y | -23.1% | +110.7% | -133.8% | -37.1% |
| 3Y | +346.8% | +204.3% | +142.6% | +229.1% |
| 5Y | +907.2% | +54.4% | +852.8% | +695.7% |
| All | +2,755.3% | +661.7% | +2,093.6% | +1,791.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling