+698.5%
STX vs PEP
-5.1%
+703.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.7% |
| 7D | +16.8% | -0.3% | +17.2% | +16.7% |
| 30D | -27.0% | +11.8% | -38.8% | -23.2% |
| 3M | -37.9% | +3.7% | -41.5% | -36.1% |
| 6M | -32.5% | -4.3% | -28.2% | -30.8% |
| YTD | +98.6% | +2.1% | +96.5% | +105.4% |
| 1Y | +93.6% | +2.5% | +91.1% | +100.3% |
| All | +698.5% | -5.1% | +703.6% | +714.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling