+588.0%
STX vs PENG
+184.4%
+403.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.6% | -5.5% |
| 7D | -28.5% | -19.4% | -9.0% | -23.2% |
| 30D | -42.9% | -42.4% | -0.5% | -32.0% |
| 3M | -45.9% | -25.6% | -20.3% | -41.6% |
| 6M | -41.3% | +7.3% | -48.6% | -45.1% |
| YTD | +67.9% | +113.9% | -45.9% | +24.5% |
| 1Y | +66.5% | +93.6% | -27.0% | +27.0% |
| 3Y | +588.0% | +170.2% | +417.7% | +333.3% |
| All | +588.0% | +184.4% | +403.6% | +333.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling