+4.7%
PEP vs SPG
+102.5%
-97.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.4% | -2.4% | +1.0% | -0.9% |
| 30D | +0.2% | -6.8% | +7.1% | +1.6% |
| 3M | -1.1% | +2.7% | -3.8% | -1.5% |
| 6M | -13.5% | +5.5% | -18.9% | -14.3% |
| YTD | -1.2% | +15.7% | -16.9% | -3.8% |
| 1Y | -1.6% | +20.9% | -22.4% | -5.0% |
| 3Y | -12.5% | +112.4% | -124.9% | -24.7% |
| All | +4.7% | +102.5% | -97.8% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling