+96.5%
STM vs PEG
-6.2%
+102.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.6% | -6.1% |
| 7D | -6.0% | +1.0% | -7.1% | -6.2% |
| 30D | -20.9% | +6.6% | -27.6% | -21.8% |
| 3M | -15.8% | -3.1% | -12.6% | -15.5% |
| 6M | -17.0% | -7.4% | -9.7% | -16.9% |
| YTD | +76.8% | -6.4% | +83.2% | +76.5% |
| 1Y | +96.5% | -7.4% | +103.9% | +95.2% |
| All | +96.5% | -6.2% | +102.7% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling