+2,071.0%
STX vs PEP
+81.7%
+1,989.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.7% |
| 7D | -14.8% | +1.0% | -15.8% | -15.1% |
| 30D | -35.4% | +12.6% | -48.0% | -37.6% |
| 3M | -37.7% | +3.1% | -40.8% | -38.5% |
| 6M | -35.2% | -6.3% | -28.9% | -34.7% |
| YTD | +84.4% | +1.9% | +82.5% | +79.0% |
| 1Y | +82.3% | +3.3% | +79.0% | +75.8% |
| 3Y | +646.2% | -4.8% | +651.1% | +625.3% |
| 5Y | +487.4% | +2.0% | +485.4% | +441.7% |
| 10Y | +2,071.0% | +80.3% | +1,990.7% | +1,439.0% |
| All | +2,071.0% | +81.7% | +1,989.4% | +1,439.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling