+7,178.3%
STRL vs PEG
+145.3%
+7,033.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.8% |
| 7D | +10.1% | +1.0% | +9.1% | +9.4% |
| 30D | -8.2% | -1.9% | -6.3% | -7.1% |
| 3M | -43.7% | -3.7% | -40.0% | -42.6% |
| 6M | +27.1% | -9.4% | +36.5% | +34.0% |
| YTD | +64.0% | -6.0% | +70.0% | +69.0% |
| 1Y | +75.2% | -4.4% | +79.5% | +78.3% |
| 3Y | +539.9% | +33.5% | +506.4% | +444.7% |
| 5Y | +2,133.0% | +35.7% | +2,097.2% | +1,753.7% |
| 10Y | +7,178.3% | +140.4% | +7,037.8% | +4,762.3% |
| All | +7,178.3% | +145.3% | +7,033.0% | +4,762.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling