+10,012.8%
STRL vs PEG
+2,854.5%
+7,158.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.7% |
| 7D | -26.9% | -2.3% | -24.7% | -26.4% |
| 30D | -52.7% | +1.2% | -53.9% | -53.1% |
| 3M | -52.8% | -2.4% | -50.5% | -52.5% |
| 6M | -71.5% | -6.9% | -64.6% | -70.9% |
| YTD | -17.4% | -7.2% | -10.2% | -15.5% |
| 1Y | -35.0% | -8.9% | -26.1% | -32.9% |
| 3Y | +239.2% | +27.1% | +212.1% | +212.6% |
| 5Y | +830.2% | +33.8% | +796.4% | +736.7% |
| 10Y | +3,574.7% | +150.2% | +3,424.6% | +2,586.0% |
| All | +10,012.8% | +2,854.5% | +7,158.3% | +5,796.6% |
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 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