+99.4%
STT vs PENG
+42.1%
+57.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.4% | -12.2% | -1.7% |
| 7D | -2.5% | -19.4% | +17.0% | 0.0% |
| 30D | -5.0% | -42.4% | +37.4% | +2.1% |
| 3M | -10.5% | -25.6% | +15.2% | -8.3% |
| 6M | +10.0% | +7.3% | +2.7% | +1.4% |
| YTD | +30.7% | +113.9% | -83.2% | +4.3% |
| 1Y | +43.8% | +93.6% | -49.8% | +16.6% |
| 3Y | +168.1% | +170.2% | -2.1% | +88.1% |
| All | +99.4% | +42.1% | +57.3% | +45.8% |
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 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