+239.2%
STRL vs PENG
+184.4%
+54.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.4% | -8.9% | -2.3% |
| 7D | -26.9% | -19.4% | -7.5% | -19.3% |
| 30D | -52.7% | -42.4% | -10.3% | -39.7% |
| 3M | -52.8% | -25.6% | -27.2% | -47.0% |
| 6M | -71.5% | +7.3% | -78.8% | -74.3% |
| YTD | -17.4% | +113.9% | -131.3% | -43.6% |
| 1Y | -35.0% | +93.6% | -128.5% | -53.9% |
| 3Y | +239.2% | +170.2% | +69.0% | +105.5% |
| All | +239.2% | +184.4% | +54.9% | +105.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling