+4.4%
PEP vs STT
+104.1%
-99.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +2.9% | +4.8% | -1.9% | +2.4% |
| 30D | +12.5% | +3.9% | +8.6% | +12.0% |
| 3M | +4.5% | -8.2% | +12.7% | +5.4% |
| 6M | -0.5% | +15.6% | -16.1% | -2.5% |
| YTD | +4.4% | +37.6% | -33.2% | -0.1% |
| 1Y | +4.4% | +50.1% | -45.8% | -1.4% |
| 3Y | -3.4% | +183.1% | -186.5% | -17.6% |
| All | +4.4% | +104.1% | -99.7% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling