+3,426.5%
STX vs PEP
+74.1%
+3,352.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | +2.4% | -1.4% | +3.7% | +2.8% |
| 30D | +1.4% | +0.2% | +1.2% | +1.1% |
| 3M | -8.2% | -1.1% | -7.1% | -9.0% |
| 6M | +127.0% | -13.5% | +140.5% | +135.6% |
| YTD | +209.1% | -1.2% | +210.3% | +203.4% |
| 1Y | +365.4% | -1.6% | +367.0% | +354.6% |
| 3Y | +1,135.4% | -12.5% | +1,147.9% | +1,146.6% |
| 5Y | +991.5% | +3.0% | +988.5% | +893.5% |
| All | +3,426.5% | +74.1% | +3,352.5% | +2,345.1% |
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