+365.4%
STX vs PENG
+118.5%
+246.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.4% | -0.1% | +3.8% |
| 7D | +2.4% | +4.5% | -2.2% | +0.6% |
| 30D | +1.4% | -7.1% | +8.5% | +4.6% |
| 3M | -8.2% | -27.3% | +19.0% | +0.8% |
| 6M | +127.0% | +169.6% | -42.6% | +48.6% |
| YTD | +209.1% | +164.6% | +44.5% | +103.7% |
| 1Y | +365.4% | +109.5% | +256.0% | +224.1% |
| All | +365.4% | +118.5% | +246.9% | +224.1% |
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