+75.5%
PEP vs SPG
+59.7%
+15.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | -2.4% | +1.0% | -1.0% |
| 30D | +0.2% | -6.8% | +7.1% | +1.3% |
| 3M | -1.1% | +2.7% | -3.8% | -1.5% |
| 6M | -13.5% | +5.5% | -18.9% | -14.2% |
| YTD | -1.2% | +15.7% | -16.9% | -3.5% |
| 1Y | -1.6% | +20.9% | -22.4% | -4.5% |
| 3Y | -12.5% | +112.4% | -124.9% | -22.8% |
| 5Y | +3.0% | +101.4% | -98.3% | -9.3% |
| All | +75.5% | +59.7% | +15.8% | +75.8% |
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