+89.4%
STM vs PEG
-6.5%
+95.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.4% | +6.1% |
| 7D | -5.6% | +0.9% | -6.4% | -5.8% |
| 30D | -14.4% | +3.8% | -18.2% | -15.0% |
| 3M | -20.5% | +0.1% | -20.5% | -20.6% |
| 6M | -24.5% | -1.0% | -23.5% | -25.8% |
| YTD | +72.7% | -4.1% | +76.8% | +70.9% |
| All | +89.4% | -6.5% | +95.9% | +87.6% |
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 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