+350.4%
STX vs PEP
0.0%
+350.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | +8.0% | -1.4% | +9.3% | +6.6% |
| 30D | +5.1% | -0.2% | +5.3% | +5.2% |
| 3M | +5.8% | -4.3% | +10.1% | +5.3% |
| 6M | +124.9% | -13.2% | +138.1% | +117.0% |
| YTD | +213.9% | -1.9% | +215.8% | +231.7% |
| 1Y | +350.4% | -0.3% | +350.7% | +374.5% |
| All | +350.4% | 0.0% | +350.4% | +374.5% |
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