+422.5%
STM vs PEG
+155.4%
+267.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.4% | +5.2% |
| 7D | -5.6% | +0.9% | -6.4% | -6.0% |
| 30D | -14.4% | +3.8% | -18.2% | -16.0% |
| 3M | -20.5% | +0.1% | -20.5% | -20.7% |
| 6M | -24.5% | -1.0% | -23.5% | -24.7% |
| YTD | +72.7% | -4.1% | +76.8% | +74.5% |
| 1Y | +91.0% | -6.9% | +97.9% | +95.6% |
| 3Y | +13.5% | +35.6% | -22.1% | -4.9% |
| 5Y | -9.2% | +42.8% | -52.0% | -26.6% |
| 10Y | +422.5% | +160.2% | +262.3% | +254.1% |
| All | +422.5% | +155.4% | +267.1% | +254.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling