+330.6%
PEG vs STLA
+189.2%
+141.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.6% | +3.4% |
| 7D | +0.9% | -6.4% | +7.2% | +1.4% |
| 30D | +3.8% | -1.3% | +5.1% | +3.8% |
| 3M | +0.1% | -19.9% | +20.0% | +1.7% |
| 6M | -1.0% | -42.9% | +41.9% | +3.5% |
| YTD | -4.1% | -59.4% | +55.3% | +2.7% |
| 1Y | -6.9% | -56.8% | +50.0% | -0.9% |
| 3Y | +35.6% | -73.1% | +108.7% | +48.2% |
| 5Y | +42.8% | -70.1% | +112.8% | +52.4% |
| 10Y | +160.2% | +19.8% | +140.4% | +145.3% |
| All | +330.6% | +189.2% | +141.4% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling