+105.8%
STT vs PEG
+41.8%
+64.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.1% | +2.6% | -1.4% | 0.0% |
| 30D | -1.9% | +3.3% | -5.2% | -3.4% |
| 3M | -7.6% | +1.1% | -8.7% | -8.2% |
| 6M | +16.0% | -1.4% | +17.4% | +16.2% |
| YTD | +36.2% | -4.6% | +40.8% | +37.4% |
| 1Y | +46.8% | -7.2% | +54.0% | +50.3% |
| 3Y | +177.8% | +33.7% | +144.1% | +125.0% |
| 5Y | +105.8% | +40.8% | +65.0% | +51.2% |
| All | +105.8% | +41.8% | +64.1% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling