+2,862.7%
STRL vs PENG
+735.0%
+2,127.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.2% |
| 7D | +23.4% | +34.6% | -11.2% | +13.1% |
| 30D | -39.5% | -35.9% | -3.6% | -31.4% |
| 3M | -45.1% | -14.7% | -30.4% | -42.8% |
| 6M | -64.6% | +13.5% | -78.1% | -66.4% |
| YTD | -1.5% | +156.1% | -157.6% | -23.5% |
| 1Y | -20.8% | +141.3% | -162.1% | -37.5% |
| 3Y | +353.1% | +223.4% | +129.7% | +226.6% |
| 5Y | +942.9% | +67.4% | +875.5% | +703.0% |
| All | +2,862.7% | +735.0% | +2,127.7% | +1,808.7% |
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 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