+3,343.4%
STX vs PEG
+148.0%
+3,195.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -2.3% | -0.9% | -1.4% | -1.9% |
| 30D | -5.5% | -3.7% | -1.8% | -4.1% |
| 3M | -4.3% | -7.3% | +3.0% | -1.9% |
| 6M | +115.6% | -10.5% | +126.1% | +123.2% |
| YTD | +202.2% | -7.5% | +209.7% | +208.5% |
| 1Y | +325.3% | -8.7% | +334.0% | +335.6% |
| 3Y | +1,283.9% | +31.4% | +1,252.6% | +1,114.4% |
| 5Y | +1,048.3% | +37.8% | +1,010.5% | +876.1% |
| All | +3,343.4% | +148.0% | +3,195.4% | +2,236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling