+7,325.6%
STT vs PEG
+2,907.1%
+4,418.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | +0.7% | -0.2% | +0.1% |
| 30D | +3.9% | -2.4% | +6.3% | +5.1% |
| 3M | +20.0% | -4.8% | +24.7% | +22.7% |
| 6M | +55.3% | -10.7% | +66.0% | +63.5% |
| YTD | +53.3% | -6.7% | +60.0% | +57.3% |
| 1Y | +74.7% | -6.8% | +81.5% | +78.9% |
| 3Y | +205.8% | +34.5% | +171.3% | +154.0% |
| 5Y | +145.0% | +35.8% | +109.2% | +101.2% |
| 10Y | +266.0% | +141.7% | +124.3% | +115.7% |
| All | +7,325.6% | +2,907.1% | +4,418.6% | +1,271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling