+203.1%
STT vs PEG
+161.7%
+41.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +0.4% | +1.5% | -1.0% | -0.3% |
| 30D | -0.4% | +5.0% | -5.4% | -2.9% |
| 3M | -6.5% | -0.3% | -6.2% | -6.6% |
| 6M | +17.2% | -2.7% | +19.8% | +18.1% |
| YTD | +38.2% | -5.1% | +43.3% | +40.1% |
| 1Y | +49.3% | -8.3% | +57.5% | +54.0% |
| 3Y | +181.9% | +33.0% | +148.9% | +132.4% |
| 5Y | +106.9% | +41.3% | +65.6% | +63.3% |
| 10Y | +203.1% | +164.5% | +38.6% | +107.0% |
| All | +203.1% | +161.7% | +41.4% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling