+227.8%
STRL vs PENG
+153.0%
+74.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -23.0% | +9.2% | -3.2% |
| 7D | -34.6% | -36.7% | +2.1% | -19.3% |
| 30D | -56.7% | -42.0% | -14.6% | -45.1% |
| 3M | -54.4% | -33.2% | -21.2% | -46.0% |
| 6M | -69.7% | +2.1% | -71.8% | -71.9% |
| YTD | -20.2% | +90.3% | -110.5% | -42.3% |
| 1Y | -40.6% | +67.7% | -108.2% | -54.9% |
| All | +227.8% | +153.0% | +74.8% | +110.2% |
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 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