+80.1%
PEP vs STLA
+18.3%
+61.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +2.9% | -4.5% | +7.4% | +3.4% |
| 30D | +14.2% | -3.9% | +18.1% | +14.6% |
| 3M | +3.2% | -20.2% | +23.4% | +5.4% |
| 6M | -7.4% | -42.2% | +34.7% | -2.3% |
| YTD | +1.5% | -59.3% | +60.8% | +10.7% |
| 1Y | +3.9% | -56.1% | +59.9% | +12.1% |
| 3Y | -5.5% | -73.7% | +68.1% | +6.2% |
| 5Y | +0.1% | -70.3% | +70.4% | +8.4% |
| All | +80.1% | +18.3% | +61.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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