+239.2%
STRL vs PEG
+25.9%
+213.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +4.0% |
| 7D | -26.9% | -2.3% | -24.7% | -25.9% |
| 30D | -52.7% | +1.2% | -53.9% | -53.5% |
| 3M | -52.8% | -2.4% | -50.5% | -52.3% |
| 6M | -71.5% | -6.9% | -64.6% | -70.3% |
| YTD | -17.4% | -7.2% | -10.2% | -14.3% |
| 1Y | -35.0% | -8.9% | -26.1% | -31.1% |
| 3Y | +239.2% | +27.1% | +212.1% | +179.4% |
| All | +239.2% | +25.9% | +213.3% | +179.4% |
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