+455.7%
STX vs PENG
+31.0%
+424.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -23.0% | +6.8% | -8.6% |
| 7D | -33.4% | -36.7% | +3.3% | -22.6% |
| 30D | -42.1% | -42.0% | -0.1% | -31.4% |
| 3M | -44.3% | -33.2% | -11.1% | -37.6% |
| 6M | -39.4% | +2.1% | -41.5% | -42.2% |
| YTD | +70.0% | +90.3% | -20.3% | +32.2% |
| 1Y | +70.2% | +67.7% | +2.5% | +37.2% |
| 3Y | +585.2% | +154.2% | +430.9% | +353.2% |
| 5Y | +455.7% | +28.3% | +427.4% | +276.6% |
| All | +455.7% | +31.0% | +424.7% | +276.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling