+3,667.9%
STRL vs PEG
+171.2%
+3,496.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -4.0% |
| 7D | +15.7% | +4.5% | +11.1% | +12.7% |
| 30D | -35.5% | +7.5% | -43.0% | -38.6% |
| 3M | -47.1% | +0.8% | -48.0% | -47.6% |
| 6M | -65.8% | 0.0% | -65.8% | -66.1% |
| YTD | -4.5% | -3.0% | -1.5% | -3.7% |
| 1Y | -10.5% | -4.7% | -5.7% | -8.5% |
| 3Y | +340.6% | +36.5% | +304.1% | +266.5% |
| 5Y | +911.0% | +44.4% | +866.7% | +701.2% |
| All | +3,667.9% | +171.2% | +3,496.7% | +1,987.9% |
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