+673.8%
STX vs PEP
-2.9%
+676.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -2.1% |
| 7D | +14.6% | +2.9% | +11.7% | +16.1% |
| 30D | -26.0% | +12.5% | -38.5% | -21.7% |
| 3M | -42.6% | +4.5% | -47.1% | -40.6% |
| 6M | -35.3% | -0.5% | -34.8% | -32.8% |
| YTD | +92.5% | +4.4% | +88.0% | +101.1% |
| 1Y | +102.4% | +4.4% | +98.0% | +111.5% |
| 3Y | +673.8% | -3.4% | +677.2% | +697.5% |
| All | +673.8% | -2.9% | +676.8% | +697.5% |
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 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