+2,315.9%
PEP vs STRL
+10,012.8%
-7,696.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.0% |
| 7D | +2.9% | -26.9% | +29.8% | +3.3% |
| 30D | +14.2% | -52.7% | +66.9% | +15.4% |
| 3M | +3.2% | -52.8% | +56.0% | +4.2% |
| 6M | -7.4% | -71.5% | +64.0% | -6.0% |
| YTD | +1.5% | -17.4% | +18.9% | +0.9% |
| 1Y | +3.9% | -35.0% | +38.8% | +3.6% |
| 3Y | -5.5% | +239.2% | -244.7% | -9.2% |
| 5Y | +0.1% | +830.2% | -830.0% | -5.9% |
| 10Y | +82.1% | +3,574.7% | -3,492.6% | +65.7% |
| All | +2,315.9% | +10,012.8% | -7,696.9% | +2,056.0% |
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 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