+2,022.6%
STRL vs PENG
+115.2%
+1,907.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.4% | -0.7% | +3.3% |
| 7D | +3.4% | +4.5% | -1.2% | +1.7% |
| 30D | -9.2% | -7.1% | -2.1% | -6.7% |
| 3M | -51.0% | -27.3% | -23.8% | -46.5% |
| 6M | +15.8% | +169.6% | -153.8% | -19.8% |
| YTD | +58.9% | +164.6% | -105.8% | +9.8% |
| 1Y | +68.5% | +109.5% | -40.9% | +24.4% |
| 3Y | +485.2% | +98.9% | +386.3% | +301.4% |
| All | +2,022.6% | +115.2% | +1,907.3% | +1,363.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling