+4.4%
PEP vs STRL
+906.9%
-902.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.1% |
| 7D | +2.9% | +15.7% | -12.8% | +3.5% |
| 30D | +12.5% | -35.5% | +48.0% | +11.2% |
| 3M | +4.5% | -47.1% | +51.7% | +2.9% |
| 6M | -0.5% | -65.8% | +65.3% | -2.6% |
| YTD | +4.4% | -4.5% | +8.9% | +3.7% |
| 1Y | +4.4% | -10.5% | +14.8% | +3.6% |
| 3Y | -3.4% | +340.6% | -344.0% | -7.3% |
| All | +4.4% | +906.9% | -902.4% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling