-4.6%
PEP vs STRL
+222.3%
-226.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -13.9% | +14.1% | -0.6% |
| 7D | +6.7% | -34.6% | +41.3% | +4.5% |
| 30D | +13.5% | -56.7% | +70.2% | +9.2% |
| 3M | +3.9% | -54.4% | +58.3% | +0.3% |
| 6M | -6.0% | -69.7% | +63.7% | -10.3% |
| YTD | +2.5% | -20.2% | +22.7% | +2.1% |
| 1Y | +3.9% | -40.6% | +44.5% | +2.1% |
| All | -4.6% | +222.3% | -226.9% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling