+75.0%
PEP vs STRL
+7,193.7%
-7,118.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -0.8% |
| 7D | -1.4% | +3.4% | -4.8% | -1.5% |
| 30D | +0.2% | -9.2% | +9.5% | +0.4% |
| 3M | -1.1% | -51.0% | +49.9% | +0.8% |
| 6M | -13.5% | +15.8% | -29.3% | -15.5% |
| YTD | -1.2% | +58.9% | -60.0% | -5.0% |
| 1Y | -1.6% | +68.5% | -70.1% | -6.1% |
| 3Y | -12.5% | +485.2% | -497.7% | -25.1% |
| 5Y | +3.0% | +2,005.1% | -2,002.1% | -23.4% |
| All | +75.0% | +7,193.7% | -7,118.7% | +13.7% |
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