+76.6%
PEP vs STT
+264.2%
-187.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +0.1% | +2.2% | -2.1% | -0.3% |
| 30D | +0.7% | +3.9% | -3.2% | -0.1% |
| 3M | -0.5% | +19.2% | -19.7% | -3.8% |
| 6M | -11.3% | +60.4% | -71.7% | -18.9% |
| YTD | -0.6% | +51.5% | -52.1% | -8.3% |
| 1Y | +1.7% | +76.3% | -74.6% | -9.1% |
| 3Y | -12.5% | +200.7% | -213.2% | -30.3% |
| 5Y | +3.9% | +157.5% | -153.6% | -17.0% |
| 10Y | +76.6% | +262.0% | -185.4% | +23.9% |
| All | +76.6% | +264.2% | -187.6% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling