+2,300.2%
STRL vs PENG
+520.3%
+1,779.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -23.0% | +9.2% | -7.1% |
| 7D | -34.6% | -36.7% | +2.1% | -25.1% |
| 30D | -56.7% | -42.0% | -14.6% | -49.5% |
| 3M | -54.4% | -33.2% | -21.2% | -49.0% |
| 6M | -69.7% | +2.1% | -71.8% | -70.2% |
| YTD | -20.2% | +90.3% | -110.5% | -32.4% |
| 1Y | -40.6% | +67.7% | -108.2% | -48.1% |
| 3Y | +221.7% | +154.2% | +67.4% | +150.0% |
| 5Y | +799.0% | +28.3% | +770.7% | +651.3% |
| All | +2,300.2% | +520.3% | +1,779.9% | +1,587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling