+1,576.7%
PEP vs SPG
+5,756.7%
-4,180.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +6.7% | +5.0% | +1.6% | +5.8% |
| 30D | +13.5% | +12.3% | +1.2% | +11.4% |
| 3M | +3.9% | +1.9% | +2.1% | +3.6% |
| 6M | -6.0% | +14.4% | -20.4% | -8.0% |
| YTD | +2.5% | +26.5% | -24.0% | -1.5% |
| 1Y | +3.9% | +30.7% | -26.7% | -0.6% |
| 3Y | -4.7% | +122.6% | -127.3% | -16.9% |
| 5Y | +1.1% | +73.3% | -72.2% | -9.3% |
| 10Y | +83.8% | +111.1% | -27.3% | +49.9% |
| All | +1,576.7% | +5,756.7% | -4,180.0% | +655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling