+179.8%
STT vs PENG
+735.0%
-555.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +5.1% | +34.6% | -29.5% | -0.3% |
| 30D | -0.2% | -35.9% | +35.7% | +6.1% |
| 3M | -8.1% | -14.7% | +6.5% | -7.8% |
| 6M | +16.6% | +13.5% | +3.1% | +6.9% |
| YTD | +37.8% | +156.1% | -118.3% | +6.6% |
| 1Y | +46.8% | +141.3% | -94.5% | +14.7% |
| 3Y | +181.2% | +223.4% | -42.3% | +94.7% |
| 5Y | +105.1% | +67.4% | +37.7% | +51.3% |
| All | +179.8% | +735.0% | -555.2% | +58.8% |
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