-4.6%
PEP vs STLA
-74.0%
+69.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.4% |
| 7D | +6.7% | -5.5% | +12.2% | +6.9% |
| 30D | +13.5% | -3.7% | +17.2% | +13.6% |
| 3M | +3.9% | -21.1% | +25.1% | +4.7% |
| 6M | -6.0% | -38.3% | +32.3% | -4.6% |
| YTD | +2.5% | -59.2% | +61.7% | +5.4% |
| 1Y | +3.9% | -56.7% | +60.6% | +6.6% |
| All | -4.6% | -74.0% | +69.4% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling