+76.6%
PEP vs SPG
+61.5%
+15.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.7% | -4.9% | +5.6% | +1.5% |
| 3M | -0.5% | +3.3% | -3.8% | -1.0% |
| 6M | -11.3% | +11.2% | -22.5% | -12.8% |
| YTD | -0.6% | +17.1% | -17.6% | -3.1% |
| 1Y | +1.7% | +21.6% | -19.9% | -1.5% |
| 3Y | -12.5% | +111.9% | -124.3% | -22.7% |
| 5Y | +3.9% | +106.9% | -103.0% | -8.9% |
| 10Y | +76.6% | +62.2% | +14.4% | +76.5% |
| All | +76.6% | +61.5% | +15.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling