+89.6%
PEP vs STRL
+3,927.3%
-3,837.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +4.6% | -19.8% | +24.4% | +5.0% |
| 30D | +14.0% | -43.6% | +57.6% | +15.3% |
| 3M | +5.4% | -45.2% | +50.6% | +6.5% |
| 6M | -5.1% | -65.7% | +60.6% | -3.1% |
| YTD | +3.1% | -5.4% | +8.6% | 0.0% |
| 1Y | +4.8% | -24.7% | +29.5% | +2.5% |
| 3Y | -4.1% | +335.0% | -339.2% | -19.0% |
| 5Y | +3.0% | +915.3% | -912.3% | -21.7% |
| 10Y | +89.6% | +3,877.5% | -3,787.9% | +23.0% |
| All | +89.6% | +3,927.3% | -3,837.7% | +23.0% |
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