+11,526.8%
STRL vs PEG
+2,953.0%
+8,573.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.3% | +11.6% | +13.7% |
| 7D | -13.3% | +0.9% | -14.2% | -13.6% |
| 30D | -43.3% | +3.8% | -47.1% | -44.3% |
| 3M | -46.9% | +0.1% | -46.9% | -46.9% |
| 6M | -65.6% | -1.0% | -64.6% | -65.6% |
| YTD | -5.1% | -4.1% | -1.0% | -4.0% |
| 1Y | -23.1% | -6.9% | -16.2% | -21.2% |
| 3Y | +346.8% | +35.6% | +311.2% | +302.4% |
| 5Y | +907.2% | +42.8% | +864.4% | +786.7% |
| 10Y | +3,988.2% | +160.2% | +3,828.0% | +2,853.2% |
| All | +11,526.8% | +2,953.0% | +8,573.8% | +6,604.3% |
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