+461.8%
STM vs PEG
+167.4%
+294.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +16.3% | +2.3% | +14.0% | +15.1% |
| 30D | -6.3% | +6.1% | -12.4% | -9.0% |
| 3M | -14.1% | -0.5% | -13.6% | -14.1% |
| 6M | -19.6% | -3.2% | -16.4% | -18.9% |
| YTD | +80.1% | -4.4% | +84.6% | +82.3% |
| 1Y | +95.4% | -7.4% | +102.7% | +100.6% |
| 3Y | +14.7% | +33.9% | -19.3% | -3.3% |
| 5Y | -5.4% | +42.3% | -47.7% | -23.4% |
| All | +461.8% | +167.4% | +294.4% | +292.4% |
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