+3,159.9%
PEP vs STT
+7,372.9%
-4,213.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -1.1% | +20.0% | -21.1% | -4.1% |
| 6M | -13.5% | +55.3% | -68.8% | -19.7% |
| YTD | -1.2% | +53.3% | -54.5% | -8.3% |
| 1Y | -1.6% | +74.7% | -76.3% | -10.7% |
| 3Y | -12.5% | +205.8% | -218.3% | -28.2% |
| 5Y | +3.0% | +145.0% | -142.0% | -14.0% |
| 10Y | +73.9% | +266.0% | -192.1% | +30.7% |
| All | +3,159.9% | +7,372.9% | -4,213.0% | +775.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling