+50.1%
STT vs PEG
-5.8%
+55.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.1% |
| 7D | +4.8% | +4.5% | +0.3% | +4.7% |
| 30D | +3.9% | +7.5% | -3.6% | +4.0% |
| 3M | -8.2% | +0.8% | -9.0% | -8.2% |
| 6M | +15.6% | 0.0% | +15.6% | +15.6% |
| YTD | +37.6% | -3.0% | +40.7% | +35.0% |
| 1Y | +50.1% | -4.7% | +54.9% | +48.1% |
| All | +50.1% | -5.8% | +55.9% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling