+319.1%
PEG vs STLA
+263.8%
+55.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +0.7% | +2.6% | -1.9% | +0.5% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | -4.8% | -24.8% | +20.0% | -2.6% |
| 6M | -10.7% | -25.6% | +14.9% | -8.8% |
| YTD | -6.7% | -48.9% | +42.3% | -1.8% |
| 1Y | -6.8% | -38.8% | +31.9% | -4.1% |
| 3Y | +34.5% | -64.5% | +99.0% | +43.7% |
| 5Y | +35.8% | -62.4% | +98.2% | +42.3% |
| 10Y | +141.7% | +55.4% | +86.3% | +123.4% |
| All | +319.1% | +263.8% | +55.3% | +270.1% |
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