-32.8%
STZ vs PENG
+115.2%
-148.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.9% |
| 7D | -1.9% | +4.5% | -6.5% | -2.1% |
| 30D | -1.9% | -7.1% | +5.2% | -1.7% |
| 3M | -6.2% | -27.3% | +21.0% | -5.8% |
| 6M | -14.0% | +169.6% | -183.6% | -19.5% |
| YTD | -5.1% | +164.6% | -169.7% | -11.2% |
| 1Y | -9.6% | +109.5% | -119.0% | -14.6% |
| 3Y | -47.2% | +98.9% | -146.2% | -51.6% |
| All | -32.8% | +115.2% | -148.0% | -41.7% |
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