+200.7%
STT vs PEG
+34.5%
+166.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | +2.2% | +1.0% | +1.1% | +1.9% |
| 30D | +3.9% | -1.9% | +5.8% | +4.5% |
| 3M | +19.2% | -3.7% | +22.8% | +20.4% |
| 6M | +60.4% | -9.4% | +69.8% | +64.9% |
| YTD | +51.5% | -6.0% | +57.5% | +53.0% |
| 1Y | +76.3% | -4.4% | +80.6% | +76.5% |
| 3Y | +200.7% | +33.5% | +167.2% | +166.1% |
| All | +200.7% | +34.5% | +166.3% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling