-13.5%
PEP vs STM
+62.8%
-76.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.5% |
| 7D | -1.4% | +5.8% | -7.2% | -0.9% |
| 30D | +0.2% | -1.0% | +1.2% | +0.2% |
| 3M | -1.1% | -33.3% | +32.1% | -3.1% |
| 6M | -13.5% | +57.4% | -70.8% | -17.6% |
| All | -13.5% | +62.8% | -76.3% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling