+21.1%
STM vs PEG
+34.5%
-13.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +5.2% | +1.0% | +4.2% | +4.8% |
| 30D | -7.4% | -1.9% | -5.5% | -6.8% |
| 3M | -30.6% | -3.7% | -27.0% | -30.0% |
| 6M | +66.4% | -9.4% | +75.8% | +71.8% |
| YTD | +101.1% | -6.0% | +107.1% | +104.1% |
| 1Y | +97.4% | -4.4% | +101.7% | +98.5% |
| 3Y | +21.1% | +33.5% | -12.4% | +4.4% |
| All | +21.1% | +34.5% | -13.3% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling