+6,495.0%
STT vs PEG
+2,974.8%
+3,520.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +1.1% | +2.6% | -1.4% | -0.2% |
| 30D | -1.9% | +3.3% | -5.2% | -3.7% |
| 3M | -7.6% | +1.1% | -8.7% | -8.4% |
| 6M | +16.0% | -1.4% | +17.4% | +16.2% |
| YTD | +36.2% | -4.6% | +40.8% | +37.7% |
| 1Y | +46.8% | -7.2% | +54.0% | +50.6% |
| 3Y | +177.8% | +33.7% | +144.1% | +131.4% |
| 5Y | +105.8% | +40.8% | +65.0% | +65.7% |
| 10Y | +197.6% | +162.8% | +34.8% | +68.1% |
| All | +6,495.0% | +2,974.8% | +3,520.2% | +1,101.4% |
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