+596.2%
STX vs PENG
+153.0%
+443.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -23.0% | +6.8% | -8.2% |
| 7D | -33.4% | -36.7% | +3.3% | -22.1% |
| 30D | -42.1% | -42.0% | -0.1% | -30.9% |
| 3M | -44.3% | -33.2% | -11.1% | -37.3% |
| 6M | -39.4% | +2.1% | -41.5% | -42.0% |
| YTD | +70.0% | +90.3% | -20.3% | +31.7% |
| 1Y | +70.2% | +67.7% | +2.5% | +36.6% |
| All | +596.2% | +153.0% | +443.2% | +358.3% |
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