+1,746.4%
STX vs PENG
+735.0%
+1,011.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | +16.8% | +34.6% | -17.8% | +7.7% |
| 30D | -27.0% | -35.9% | +8.9% | -18.3% |
| 3M | -37.9% | -14.7% | -23.2% | -36.2% |
| 6M | -32.5% | +13.5% | -46.0% | -36.7% |
| YTD | +98.6% | +156.1% | -57.5% | +50.8% |
| 1Y | +93.6% | +141.3% | -47.7% | +49.1% |
| 3Y | +699.1% | +223.4% | +475.6% | +447.5% |
| 5Y | +481.0% | +67.4% | +413.6% | +328.6% |
| All | +1,746.4% | +735.0% | +1,011.4% | +1,035.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling