+2,133.0%
STRL vs PEG
+38.2%
+2,094.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.7% |
| 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% | +34.6% |
| YTD | +64.0% | -6.0% | +70.0% | +69.1% |
| 1Y | +75.2% | -4.4% | +79.5% | +78.1% |
| 3Y | +539.9% | +33.5% | +506.4% | +451.1% |
| 5Y | +2,133.0% | +35.7% | +2,097.2% | +1,840.2% |
| All | +2,133.0% | +38.2% | +2,094.8% | +1,840.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling