-11.9%
PEP vs STM
+16.2%
-28.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.6% |
| 7D | -1.4% | +5.8% | -7.2% | -1.3% |
| 30D | +0.2% | -1.0% | +1.2% | +0.2% |
| 3M | -1.1% | -33.3% | +32.1% | -1.1% |
| 6M | -13.5% | +57.4% | -70.8% | -15.2% |
| YTD | -1.2% | +102.2% | -103.4% | -3.8% |
| 1Y | -1.6% | +99.6% | -101.2% | -4.3% |
| All | -11.9% | +16.2% | -28.1% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling