+16,011.1%
STX vs PEP
+510.7%
+15,500.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.7% |
| 7D | +2.4% | -1.4% | +3.7% | +3.0% |
| 30D | +1.4% | +0.2% | +1.2% | +1.0% |
| 3M | -8.2% | -1.1% | -7.1% | -9.5% |
| 6M | +127.0% | -13.5% | +140.5% | +138.2% |
| YTD | +209.1% | -1.2% | +210.3% | +201.1% |
| 1Y | +365.4% | -1.6% | +367.0% | +350.6% |
| 3Y | +1,135.4% | -12.5% | +1,147.9% | +1,139.3% |
| 5Y | +991.5% | +3.0% | +988.5% | +878.7% |
| 10Y | +3,695.8% | +73.9% | +3,621.9% | +2,275.7% |
| All | +16,011.1% | +510.7% | +15,500.4% | +4,843.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling