+76.6%
PEP vs STLA
+48.0%
+28.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +0.7% | -2.4% | +3.0% | +0.8% |
| 3M | -0.5% | -23.9% | +23.3% | +2.2% |
| 6M | -11.3% | -24.6% | +13.3% | -9.0% |
| YTD | -0.6% | -50.5% | +49.9% | +6.4% |
| 1Y | +1.7% | -39.8% | +41.5% | +5.5% |
| 3Y | -12.5% | -65.6% | +53.1% | -4.6% |
| 5Y | +3.9% | -62.1% | +66.0% | +9.5% |
| 10Y | +76.6% | +47.8% | +28.8% | +58.3% |
| All | +76.6% | +48.0% | +28.6% | +58.3% |
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