+1.1%
PEP vs STRL
+68.4%
-67.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -0.4% |
| 7D | -1.4% | +3.4% | -4.8% | -1.2% |
| 30D | +0.2% | -9.2% | +9.5% | -0.2% |
| 3M | -1.1% | -51.0% | +49.9% | -3.0% |
| 6M | -13.5% | +15.8% | -29.3% | -13.8% |
| YTD | -1.2% | +58.9% | -60.0% | +0.6% |
| All | +1.1% | +68.4% | -67.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling