+123.8%
STX vs PEG
-6.2%
+130.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.6% | -8.7% | -7.9% |
| 7D | -20.2% | +1.0% | -21.2% | -19.9% |
| 30D | -37.2% | +6.6% | -43.8% | -35.9% |
| 3M | -34.1% | -3.1% | -30.9% | -33.4% |
| 6M | -24.5% | -7.4% | -17.1% | -24.2% |
| YTD | +102.9% | -6.4% | +109.4% | +98.8% |
| 1Y | +123.8% | -7.4% | +131.2% | +120.3% |
| All | +123.8% | -6.2% | +130.0% | +120.3% |
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