+108.2%
STT vs PENG
+56.2%
+52.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.3% | -6.0% | +1.8% |
| 7D | +0.9% | -3.8% | +4.7% | +0.8% |
| 30D | -2.3% | -40.1% | +37.8% | +4.4% |
| 3M | -7.0% | -21.8% | +14.8% | -5.4% |
| 6M | +15.5% | +3.3% | +12.2% | +7.6% |
| YTD | +35.6% | +133.6% | -98.0% | +6.7% |
| 1Y | +47.9% | +110.7% | -62.8% | +18.4% |
| 3Y | +181.1% | +204.3% | -23.2% | +93.1% |
| 5Y | +108.2% | +54.4% | +53.8% | +51.0% |
| All | +108.2% | +56.2% | +52.0% | +51.0% |
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