+164.5%
PEG vs STLA
+0.5%
+164.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +1.5% | -11.6% | +13.1% | +3.0% |
| 30D | +5.0% | -6.2% | +11.2% | +5.6% |
| 3M | -0.3% | -24.6% | +24.3% | +2.7% |
| 6M | -2.7% | -44.9% | +42.3% | +4.0% |
| YTD | -5.1% | -62.3% | +57.2% | +5.5% |
| 1Y | -8.3% | -61.8% | +53.5% | +1.6% |
| 3Y | +33.0% | -75.3% | +108.4% | +53.0% |
| 5Y | +41.3% | -72.5% | +113.8% | +56.2% |
| 10Y | +164.5% | +0.8% | +163.8% | +135.5% |
| All | +164.5% | +0.5% | +164.1% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling