+3.5%
PEP vs STM
+90.1%
-86.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | +1.0% |
| 7D | +1.0% | -5.6% | +6.6% | +0.6% |
| 30D | +12.6% | -14.4% | +27.1% | +11.4% |
| 3M | +3.1% | -20.5% | +23.6% | +1.7% |
| 6M | -6.3% | -24.5% | +18.2% | -8.0% |
| YTD | +1.9% | +72.7% | -70.8% | +3.8% |
| All | +3.5% | +90.1% | -86.6% | +6.0% |
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 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