-24.4%
STRL vs PEG
-6.5%
-17.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.3% | +11.6% | +13.3% |
| 7D | -13.3% | +0.9% | -14.2% | -13.9% |
| 30D | -43.3% | +3.8% | -47.1% | -44.4% |
| 3M | -46.9% | +0.1% | -46.9% | -47.1% |
| 6M | -65.6% | -1.0% | -64.6% | -66.3% |
| YTD | -5.1% | -4.1% | -1.0% | -9.8% |
| All | -24.4% | -6.5% | -17.9% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling