+340.6%
STRL vs PEG
+36.1%
+304.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -4.1% |
| 7D | +15.7% | +4.5% | +11.1% | +12.1% |
| 30D | -35.5% | +7.5% | -43.0% | -39.2% |
| 3M | -47.1% | +0.8% | -48.0% | -47.7% |
| 6M | -65.8% | 0.0% | -65.8% | -66.3% |
| YTD | -4.5% | -3.0% | -1.5% | -4.0% |
| 1Y | -10.5% | -4.7% | -5.7% | -8.3% |
| 3Y | +340.6% | +36.5% | +304.1% | +261.7% |
| All | +340.6% | +36.1% | +304.5% | +261.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling