-2.0%
PEP vs SPCH
-54.8%
+52.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.0% | -11.6% | +0.7% |
| 7D | +1.0% | +6.2% | -5.1% | +1.4% |
| 30D | +12.6% | -28.1% | +40.7% | +12.1% |
| 3M | +3.1% | -0.5% | +3.6% | +3.3% |
| All | -2.0% | -54.8% | +52.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 5y: compounded portfolio wealth divided by compounded SPCH 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…
5y analysis · Full analysis span regression · Available span rolling