+274.1%
PEP vs STLA
+190.5%
+83.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +0.6% |
| 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% | +5.7% |
| 6M | -6.0% | -38.3% | +32.3% | -2.7% |
| YTD | +2.5% | -59.2% | +61.7% | +9.1% |
| 1Y | +3.9% | -56.7% | +60.6% | +10.0% |
| 3Y | -4.7% | -74.3% | +69.7% | +3.9% |
| 5Y | +1.1% | -70.2% | +71.3% | +7.3% |
| 10Y | +83.8% | +23.4% | +60.5% | +73.5% |
| All | +274.1% | +190.5% | +83.5% | +233.5% |
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