+89.6%
PEP vs STLA
+12.4%
+77.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.6% |
| 7D | +4.6% | -4.9% | +9.5% | +5.2% |
| 30D | +14.0% | -4.9% | +18.9% | +14.5% |
| 3M | +5.4% | -23.7% | +29.0% | +8.2% |
| 6M | -5.1% | -45.0% | +39.8% | +0.8% |
| YTD | +3.1% | -60.9% | +64.0% | +13.2% |
| 1Y | +4.8% | -58.9% | +63.7% | +14.2% |
| 3Y | -4.1% | -74.4% | +70.3% | +8.5% |
| 5Y | +3.0% | -71.5% | +74.5% | +12.3% |
| 10Y | +89.6% | +5.3% | +84.3% | +67.7% |
| All | +89.6% | +12.4% | +77.2% | +67.7% |
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