+476.2%
STX vs PENG
+56.5%
+419.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.3% |
| 7D | +14.6% | +13.2% | +1.4% | +10.1% |
| 30D | -26.0% | -29.9% | +4.0% | -17.3% |
| 3M | -42.6% | -22.2% | -20.4% | -39.1% |
| 6M | -35.3% | -1.9% | -33.4% | -37.7% |
| YTD | +92.5% | +142.1% | -49.7% | +38.2% |
| 1Y | +102.4% | +151.5% | -49.1% | +43.6% |
| 3Y | +673.8% | +206.9% | +466.9% | +381.4% |
| All | +476.2% | +56.5% | +419.6% | +261.1% |
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