+260.7%
PEP vs STLA
+263.8%
-3.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.4% | +2.6% | -4.0% | -1.6% |
| 30D | +0.2% | -1.2% | +1.5% | +0.3% |
| 3M | -1.1% | -24.8% | +23.6% | +1.0% |
| 6M | -13.5% | -25.6% | +12.1% | -11.7% |
| YTD | -1.2% | -48.9% | +47.8% | +3.5% |
| 1Y | -1.6% | -38.8% | +37.2% | +1.1% |
| 3Y | -12.5% | -64.5% | +52.0% | -7.1% |
| 5Y | +3.0% | -62.4% | +65.5% | +7.5% |
| 10Y | +73.9% | +55.4% | +18.5% | +61.3% |
| All | +260.7% | +263.8% | -3.1% | +216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling