+80.3%
PEP vs SPG
+117.3%
-37.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.1% |
| 7D | +1.0% | +5.1% | -4.0% | +0.3% |
| 30D | +12.6% | +16.8% | -4.2% | +9.9% |
| 3M | +3.1% | +5.7% | -2.5% | +2.2% |
| 6M | -6.3% | +17.8% | -24.1% | -8.7% |
| YTD | +1.9% | +30.1% | -28.2% | -2.3% |
| 1Y | +3.3% | +32.8% | -29.5% | -1.3% |
| 3Y | -4.8% | +137.2% | -142.1% | -17.3% |
| 5Y | +2.0% | +81.5% | -79.4% | -8.8% |
| 10Y | +80.3% | +116.5% | -36.2% | +64.2% |
| All | +80.3% | +117.3% | -37.0% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling