+1,808.6%
STM vs PEG
+2,227.4%
-418.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | -10.7% | -2.3% | -8.5% | -9.9% |
| 30D | -25.7% | +1.2% | -27.0% | -26.2% |
| 3M | -21.6% | -2.4% | -19.2% | -21.0% |
| 6M | -27.8% | -6.9% | -20.9% | -26.1% |
| YTD | +61.8% | -7.2% | +69.0% | +65.6% |
| 1Y | +78.1% | -8.9% | +87.0% | +83.6% |
| 3Y | +4.9% | +27.1% | -22.2% | -7.2% |
| 5Y | -14.3% | +33.8% | -48.0% | -26.4% |
| 10Y | +414.1% | +150.2% | +263.9% | +232.0% |
| All | +1,808.6% | +2,227.4% | -418.8% | +588.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling