+21.0%
STM vs PEG
+35.8%
-14.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | -1.0% | -2.4% | +1.4% | 0.0% |
| 3M | -33.3% | -4.8% | -28.5% | -32.3% |
| 6M | +57.4% | -10.7% | +68.1% | +64.5% |
| YTD | +102.2% | -6.7% | +108.9% | +106.7% |
| 1Y | +99.6% | -6.8% | +106.4% | +103.8% |
| 3Y | +14.5% | +34.5% | -20.0% | -4.3% |
| All | +21.0% | +35.8% | -14.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling