-26.9%
STZ vs PENG
+72.0%
-98.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -9.1% | +14.4% | +5.5% |
| 7D | +13.0% | -20.5% | +33.5% | +13.4% |
| 30D | +29.4% | -20.4% | +49.8% | +29.7% |
| 3M | +11.6% | -16.4% | +28.0% | +11.6% |
| 6M | -0.2% | +49.2% | -49.5% | -4.1% |
| YTD | +8.6% | +147.2% | -138.6% | +1.2% |
| 1Y | +15.9% | +124.7% | -108.7% | +8.5% |
| 3Y | -35.4% | +230.3% | -265.7% | -43.4% |
| 5Y | -26.9% | +71.4% | -98.3% | -36.5% |
| All | -26.9% | +72.0% | -98.9% | -36.5% |
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