-28.4%
STZ vs PENG
+31.0%
-59.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.0% | +22.4% | -0.3% |
| 7D | +11.8% | -36.7% | +48.5% | +12.4% |
| 30D | +26.0% | -42.0% | +68.0% | +26.9% |
| 3M | +11.5% | -33.2% | +44.7% | +11.8% |
| 6M | -2.0% | +2.1% | -4.1% | -4.8% |
| YTD | +7.9% | +90.3% | -82.4% | +0.9% |
| 1Y | +13.9% | +67.7% | -53.7% | +7.2% |
| 3Y | -35.8% | +154.2% | -190.1% | -43.6% |
| 5Y | -28.4% | +28.3% | -56.7% | -37.5% |
| All | -28.4% | +31.0% | -59.4% | -37.5% |
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