+181.1%
STT vs PENG
+191.6%
-10.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.3% | -6.0% | +2.2% |
| 7D | +0.9% | -3.8% | +4.7% | +0.8% |
| 30D | -2.3% | -40.1% | +37.8% | +2.6% |
| 3M | -7.0% | -21.8% | +14.8% | -5.7% |
| 6M | +15.5% | +3.3% | +12.2% | +9.4% |
| YTD | +35.6% | +133.6% | -98.0% | +12.2% |
| 1Y | +47.9% | +110.7% | -62.8% | +23.9% |
| 3Y | +181.1% | +204.3% | -23.2% | +97.6% |
| All | +181.1% | +191.6% | -10.6% | +97.6% |
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