+81.9%
PEP vs STRL
+3,456.6%
-3,374.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.9% | +14.1% | +0.5% |
| 7D | +6.7% | -34.6% | +41.3% | +7.4% |
| 30D | +13.5% | -56.7% | +70.2% | +15.4% |
| 3M | +3.9% | -54.4% | +58.3% | +5.4% |
| 6M | -6.0% | -69.7% | +63.7% | -3.9% |
| YTD | +2.5% | -20.2% | +22.7% | -0.2% |
| 1Y | +3.9% | -40.6% | +44.5% | +2.4% |
| 3Y | -4.7% | +221.7% | -226.3% | -18.0% |
| 5Y | +1.1% | +799.0% | -797.9% | -22.8% |
| All | +81.9% | +3,456.6% | -3,374.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling