+8,757.3%
STX vs PEP
+533.3%
+8,224.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +0.2% | -16.5% | -16.3% |
| 7D | -33.4% | +6.7% | -40.1% | -35.6% |
| 30D | -42.1% | +13.5% | -55.6% | -45.8% |
| 3M | -44.3% | +3.9% | -48.2% | -45.9% |
| 6M | -39.4% | -6.0% | -33.4% | -39.4% |
| YTD | +70.0% | +2.5% | +67.5% | +61.3% |
| 1Y | +70.2% | +3.9% | +66.2% | +60.1% |
| 3Y | +585.2% | -4.7% | +589.8% | +552.1% |
| 5Y | +455.7% | +1.1% | +454.6% | +403.2% |
| 10Y | +2,007.9% | +83.8% | +1,924.0% | +1,170.1% |
| All | +8,757.3% | +533.3% | +8,224.0% | +2,548.4% |
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