+266.4%
STT vs PEG
+139.0%
+127.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.7% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +2.8% | -1.7% | +4.5% | +3.6% |
| 3M | +18.1% | -6.8% | +24.9% | +22.1% |
| 6M | +59.2% | -11.4% | +70.6% | +68.0% |
| YTD | +51.5% | -7.2% | +58.7% | +55.6% |
| 1Y | +75.7% | -6.1% | +81.8% | +78.8% |
| 3Y | +200.8% | +31.8% | +169.0% | +150.1% |
| 5Y | +155.8% | +35.6% | +120.2% | +107.4% |
| 10Y | +266.4% | +148.7% | +117.6% | +149.7% |
| All | +266.4% | +139.0% | +127.4% | +149.7% |
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