+95.5%
PEP vs STM
+470.7%
-375.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.2% |
| 7D | +2.9% | +12.0% | -9.1% | +2.0% |
| 30D | +12.5% | -0.4% | +12.9% | +12.2% |
| 3M | +4.5% | -13.2% | +17.7% | +5.3% |
| 6M | -0.5% | -26.1% | +25.6% | +0.5% |
| YTD | +4.4% | +81.2% | -76.8% | -5.3% |
| 1Y | +4.4% | +98.3% | -94.0% | -6.5% |
| 3Y | -3.4% | +16.7% | -20.1% | -9.9% |
| 5Y | +5.2% | -4.8% | +10.0% | -1.4% |
| All | +95.5% | +470.7% | -375.2% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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