+3.3%
PEP vs STM
-19.1%
+22.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.4% | +12.6% | +0.4% |
| 7D | +6.7% | -20.1% | +26.8% | +7.0% |
| 30D | +13.5% | -32.0% | +45.5% | +14.3% |
| 3M | +3.9% | -24.2% | +28.1% | +4.3% |
| 6M | -6.0% | -29.9% | +23.9% | -6.3% |
| YTD | +2.5% | +54.9% | -52.4% | -2.6% |
| 1Y | +3.9% | +68.0% | -64.0% | -1.8% |
| 3Y | -4.7% | -0.1% | -4.5% | -8.1% |
| All | +3.3% | -19.1% | +22.5% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling