+2,252.5%
PEP vs STRL
+19,359.6%
-17,107.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -0.7% |
| 7D | -1.4% | +3.4% | -4.8% | -1.5% |
| 30D | +0.2% | -9.2% | +9.5% | +0.4% |
| 3M | -1.1% | -51.0% | +49.9% | -0.2% |
| 6M | -13.5% | +15.8% | -29.3% | -14.2% |
| YTD | -1.2% | +58.9% | -60.0% | -2.6% |
| 1Y | -1.6% | +68.5% | -70.1% | -3.2% |
| 3Y | -12.5% | +485.2% | -497.7% | -16.4% |
| 5Y | +3.0% | +2,005.1% | -2,002.1% | -4.3% |
| 10Y | +73.9% | +7,118.0% | -7,044.0% | +56.9% |
| All | +2,252.5% | +19,359.6% | -17,107.1% | +1,982.1% |
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 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