+101.0%
STT vs PENG
+31.0%
+70.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -23.0% | +18.3% | -1.2% |
| 7D | -4.9% | -36.7% | +31.8% | +1.2% |
| 30D | -6.0% | -42.0% | +36.0% | +0.9% |
| 3M | -11.7% | -33.2% | +21.5% | -7.9% |
| 6M | +11.7% | +2.1% | +9.6% | +3.5% |
| YTD | +30.4% | +90.3% | -59.9% | +6.1% |
| 1Y | +43.9% | +67.7% | -23.7% | +19.6% |
| 3Y | +165.4% | +154.2% | +11.2% | +87.2% |
| 5Y | +101.0% | +28.3% | +72.7% | +49.6% |
| All | +101.0% | +31.0% | +70.0% | +49.6% |
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 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