+2,108.4%
STX vs PEG
+161.7%
+1,946.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +10.2% |
| 7D | -1.0% | +1.5% | -2.4% | -1.4% |
| 30D | -26.8% | +5.0% | -31.7% | -28.1% |
| 3M | -32.7% | -0.3% | -32.4% | -32.8% |
| 6M | -33.7% | -2.7% | -31.1% | -33.7% |
| YTD | +101.0% | -5.1% | +106.1% | +102.6% |
| 1Y | +92.7% | -8.3% | +101.0% | +96.9% |
| 3Y | +708.7% | +33.0% | +675.7% | +605.1% |
| 5Y | +504.0% | +41.3% | +462.7% | +407.6% |
| 10Y | +2,108.4% | +164.5% | +1,943.8% | +1,405.8% |
| All | +2,108.4% | +161.7% | +1,946.6% | +1,405.8% |
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 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