-6.0%
PEP vs STM
-28.4%
+22.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.4% | +12.6% | -1.5% |
| 7D | +6.7% | -20.1% | +26.8% | +3.6% |
| 30D | +13.5% | -32.0% | +45.5% | +8.5% |
| 3M | +3.9% | -24.2% | +28.1% | +0.8% |
| 6M | -6.0% | -29.9% | +23.9% | -9.3% |
| All | -6.0% | -28.4% | +22.4% | -9.3% |
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 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