+4.4%
PEP vs SPMO
+11.2%
-6.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +1.7% |
| 7D | +2.9% | +6.3% | -3.4% | +4.9% |
| 30D | +12.5% | -8.9% | +21.4% | +9.3% |
| 3M | +4.5% | -13.2% | +17.8% | +0.2% |
| 6M | -0.5% | -9.3% | +8.8% | -3.3% |
| YTD | +4.4% | +11.6% | -7.1% | +3.8% |
| 1Y | +4.4% | +13.4% | -9.0% | +4.0% |
| All | +4.4% | +11.2% | -6.9% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling