-12.5%
PEP vs SPMO
+161.5%
-174.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.7% |
| 7D | +0.1% | +3.4% | -3.3% | +0.5% |
| 30D | +0.7% | +0.5% | +0.1% | +0.7% |
| 3M | -0.5% | +1.9% | -2.4% | -0.3% |
| 6M | -11.3% | +27.8% | -39.1% | -10.5% |
| YTD | -0.6% | +26.7% | -27.3% | +0.2% |
| 1Y | +1.7% | +28.9% | -27.2% | +2.4% |
| 3Y | -12.5% | +160.7% | -173.1% | -22.0% |
| All | -12.5% | +161.5% | -174.0% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling