+19,359.6%
STRL vs PEG
+2,871.8%
+16,487.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | -9.2% | -2.4% | -6.8% | -8.4% |
| 3M | -51.0% | -4.8% | -46.3% | -50.3% |
| 6M | +15.8% | -10.7% | +26.5% | +20.4% |
| YTD | +58.9% | -6.7% | +65.5% | +62.5% |
| 1Y | +68.5% | -6.8% | +75.4% | +72.5% |
| 3Y | +485.2% | +34.5% | +450.7% | +429.5% |
| 5Y | +2,005.1% | +35.8% | +1,969.4% | +1,788.2% |
| 10Y | +7,118.0% | +141.7% | +6,976.2% | +5,238.8% |
| All | +19,359.6% | +2,871.8% | +16,487.8% | +11,248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling