+123.8%
STX vs PEP
+2.4%
+121.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -11.9% | -4.0% |
| 7D | -20.2% | +7.4% | -27.6% | -13.2% |
| 30D | -37.2% | +13.3% | -50.6% | -27.5% |
| 3M | -34.1% | +3.5% | -37.5% | -29.9% |
| 6M | -24.5% | -5.9% | -18.5% | -20.2% |
| YTD | +102.9% | +2.3% | +100.7% | +128.9% |
| 1Y | +123.8% | +3.7% | +120.1% | +151.5% |
| All | +123.8% | +2.4% | +121.4% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling