+4.7%
PEP vs STT
+145.1%
-140.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | +0.5% | -1.9% | -1.5% |
| 30D | +0.2% | +3.9% | -3.6% | -0.2% |
| 3M | -1.1% | +20.0% | -21.1% | -3.3% |
| 6M | -13.5% | +55.3% | -68.8% | -18.1% |
| YTD | -1.2% | +53.3% | -54.5% | -6.5% |
| 1Y | -1.6% | +74.7% | -76.3% | -8.6% |
| 3Y | -12.5% | +205.8% | -218.3% | -25.8% |
| All | +4.7% | +145.1% | -140.3% | -11.8% |
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