+3.3%
PEP vs STLA
-70.0%
+73.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.5% |
| 7D | +6.7% | -5.5% | +12.2% | +7.1% |
| 30D | +13.5% | -3.7% | +17.2% | +13.7% |
| 3M | +3.9% | -21.1% | +25.1% | +5.4% |
| 6M | -6.0% | -38.3% | +32.3% | -3.2% |
| YTD | +2.5% | -59.2% | +61.7% | +8.4% |
| 1Y | +3.9% | -56.7% | +60.6% | +9.3% |
| 3Y | -4.7% | -74.3% | +69.7% | +3.0% |
| All | +3.3% | -70.0% | +73.3% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling