+4.8%
PEP vs STM
+90.8%
-86.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.3% |
| 7D | +4.6% | -7.9% | +12.5% | +3.9% |
| 30D | +14.0% | -14.1% | +28.1% | +12.8% |
| 3M | +5.4% | -17.6% | +23.0% | +4.1% |
| 6M | -5.1% | -24.2% | +19.1% | -6.9% |
| YTD | +3.1% | +73.3% | -70.2% | +5.1% |
| 1Y | +4.8% | +90.1% | -85.3% | +7.3% |
| All | +4.8% | +90.8% | -86.0% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling