+664.5%
STM vs PEG
+139.0%
+525.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | -5.2% | -1.7% | -3.4% | -4.5% |
| 3M | -29.6% | -6.8% | -22.8% | -27.5% |
| 6M | +54.4% | -11.4% | +65.7% | +62.5% |
| YTD | +99.5% | -7.2% | +106.8% | +105.1% |
| 1Y | +100.8% | -6.1% | +106.9% | +104.8% |
| 3Y | +20.2% | +31.8% | -11.6% | +2.0% |
| 5Y | +21.1% | +35.6% | -14.5% | +0.2% |
| 10Y | +664.5% | +148.7% | +515.8% | +393.6% |
| All | +664.5% | +139.0% | +525.5% | +393.6% |
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