+2,360.4%
PEP vs STRL
+12,054.0%
-9,693.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | +0.2% |
| 7D | +1.1% | +7.1% | -6.1% | +0.9% |
| 30D | +13.6% | -39.4% | +53.0% | +14.3% |
| 3M | +5.1% | -43.0% | +48.1% | +5.8% |
| 6M | -1.6% | -65.0% | +63.4% | -0.4% |
| YTD | +3.3% | -0.8% | +4.1% | +2.5% |
| 1Y | +3.2% | -20.3% | +23.5% | +2.7% |
| 3Y | -3.9% | +356.5% | -360.4% | -8.1% |
| 5Y | +4.0% | +952.8% | -948.8% | -2.4% |
| 10Y | +90.1% | +3,877.1% | -3,787.0% | +72.8% |
| All | +2,360.4% | +12,054.0% | -9,693.6% | +2,089.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling