+123.8%
STX vs PENG
+120.5%
+3.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.1% | +1.0% | -4.7% |
| 7D | -20.2% | -20.5% | +0.3% | -13.2% |
| 30D | -37.2% | -20.4% | -16.8% | -32.6% |
| 3M | -34.1% | -16.4% | -17.6% | -31.2% |
| 6M | -24.5% | +49.2% | -73.7% | -39.4% |
| YTD | +102.9% | +147.2% | -44.2% | +25.0% |
| 1Y | +123.8% | +124.7% | -0.9% | +46.9% |
| All | +123.8% | +120.5% | +3.3% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling