+194.0%
STT vs PEG
+171.2%
+22.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.9% |
| 7D | +4.8% | +4.5% | +0.3% | +2.5% |
| 30D | +3.9% | +7.5% | -3.6% | +0.1% |
| 3M | -8.2% | +0.8% | -9.0% | -8.8% |
| 6M | +15.6% | 0.0% | +15.6% | +15.0% |
| YTD | +37.6% | -3.0% | +40.7% | +38.0% |
| 1Y | +50.1% | -4.7% | +54.9% | +51.9% |
| 3Y | +183.1% | +36.5% | +146.6% | +130.3% |
| 5Y | +104.8% | +44.4% | +60.5% | +60.0% |
| All | +194.0% | +171.2% | +22.7% | +99.6% |
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 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