+2,772.2%
STRL vs PENG
+689.3%
+2,082.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.4% |
| 7D | +15.7% | +13.2% | +2.4% | +11.7% |
| 30D | -35.5% | -29.9% | -5.5% | -28.5% |
| 3M | -47.1% | -22.2% | -24.9% | -43.5% |
| 6M | -65.8% | -1.9% | -63.9% | -66.2% |
| YTD | -4.5% | +142.1% | -146.6% | -24.6% |
| 1Y | -10.5% | +151.5% | -162.0% | -30.0% |
| 3Y | +340.6% | +206.9% | +133.7% | +222.6% |
| 5Y | +911.0% | +58.2% | +852.8% | +691.4% |
| All | +2,772.2% | +689.3% | +2,082.9% | +1,781.2% |
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