+80.3%
PEP vs STLA
+21.0%
+59.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.0% | -6.4% | +7.4% | +1.7% |
| 30D | +12.6% | -1.3% | +14.0% | +12.6% |
| 3M | +3.1% | -19.9% | +23.1% | +5.3% |
| 6M | -6.3% | -42.9% | +36.6% | -0.9% |
| YTD | +1.9% | -59.4% | +61.3% | +11.2% |
| 1Y | +3.3% | -56.8% | +60.1% | +11.7% |
| 3Y | -4.8% | -73.1% | +68.2% | +6.6% |
| 5Y | +2.0% | -70.1% | +72.1% | +10.4% |
| 10Y | +80.3% | +19.8% | +60.5% | +72.5% |
| All | +80.3% | +21.0% | +59.3% | +72.5% |
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