+98.3%
STM vs PEG
-5.8%
+104.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.3% |
| 7D | +12.0% | +4.5% | +7.5% | +11.1% |
| 30D | -0.4% | +7.5% | -7.9% | -1.8% |
| 3M | -13.2% | +0.8% | -14.0% | -13.4% |
| 6M | -26.1% | 0.0% | -26.1% | -27.3% |
| YTD | +81.2% | -3.0% | +84.2% | +78.9% |
| 1Y | +98.3% | -4.7% | +103.1% | +95.4% |
| All | +98.3% | -5.8% | +104.1% | +95.4% |
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 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