+143.7%
PEG vs STLA
+51.6%
+92.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -0.9% | -3.8% | +2.9% | -0.5% |
| 30D | -2.8% | -3.1% | +0.4% | -2.5% |
| 3M | -6.9% | -19.6% | +12.7% | -4.7% |
| 6M | -11.4% | -23.5% | +12.1% | -9.1% |
| YTD | -7.4% | -51.5% | +44.1% | +0.1% |
| 1Y | -8.3% | -39.7% | +31.4% | -4.5% |
| 3Y | +31.5% | -66.3% | +97.9% | +45.5% |
| 5Y | +38.0% | -63.1% | +101.1% | +47.2% |
| All | +143.7% | +51.6% | +92.1% | +105.5% |
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