+4.7%
PEP vs STRL
+2,010.6%
-2,005.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -0.5% |
| 7D | -1.4% | +3.4% | -4.8% | -1.3% |
| 30D | +0.2% | -9.2% | +9.5% | 0.0% |
| 3M | -1.1% | -51.0% | +49.9% | -2.2% |
| 6M | -13.5% | +15.8% | -29.3% | -13.5% |
| YTD | -1.2% | +58.9% | -60.0% | -0.6% |
| 1Y | -1.6% | +68.5% | -70.1% | -0.9% |
| 3Y | -12.5% | +485.2% | -497.7% | -13.9% |
| All | +4.7% | +2,010.6% | -2,005.8% | -8.3% |
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