+73.2%
STX vs PENG
+108.0%
-34.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.3% | +0.5% | +6.2% |
| 7D | -14.8% | -3.8% | -11.0% | -13.7% |
| 30D | -35.4% | -40.1% | +4.7% | -22.8% |
| 3M | -37.7% | -21.8% | -15.9% | -33.4% |
| 6M | -35.2% | +3.3% | -38.6% | -39.1% |
| YTD | +84.4% | +133.6% | -49.3% | +18.4% |
| All | +73.2% | +108.0% | -34.8% | +20.6% |
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 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