+3.3%
PEP vs STT
+99.6%
-96.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +0.7% |
| 7D | +6.7% | -4.9% | +11.6% | +7.2% |
| 30D | +13.5% | -6.0% | +19.5% | +14.2% |
| 3M | +3.9% | -11.7% | +15.6% | +5.2% |
| 6M | -6.0% | +11.7% | -17.7% | -7.6% |
| YTD | +2.5% | +30.4% | -28.0% | -1.4% |
| 1Y | +3.9% | +43.9% | -40.0% | -1.4% |
| 3Y | -4.7% | +165.4% | -170.1% | -18.1% |
| All | +3.3% | +99.6% | -96.3% | -11.3% |
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