+75.3%
PEP vs SPMO
+517.6%
-442.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.4% |
| 7D | -1.0% | -0.9% | 0.0% | -0.6% |
| 30D | -0.7% | -1.9% | +1.3% | -0.1% |
| 3M | -4.1% | -1.4% | -2.8% | -4.7% |
| 6M | -13.1% | +25.5% | -38.6% | -22.5% |
| YTD | -2.1% | +24.8% | -27.0% | -12.7% |
| 1Y | -1.7% | +24.5% | -26.2% | -12.5% |
| 3Y | -15.1% | +157.1% | -172.2% | -49.9% |
| 5Y | +3.1% | +149.5% | -146.4% | -38.8% |
| All | +75.3% | +517.6% | -442.3% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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