+3.2%
PEP vs SPMO
+149.2%
-146.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.7% | +2.7% | -4.4% | -1.9% |
| 30D | +0.3% | +1.1% | -0.8% | +0.2% |
| 3M | -3.2% | +2.0% | -5.3% | -3.8% |
| 6M | -13.6% | +26.5% | -40.1% | -17.3% |
| YTD | -1.9% | +26.5% | -28.4% | -6.1% |
| 1Y | -0.6% | +27.9% | -28.5% | -5.3% |
| 3Y | -13.6% | +160.4% | -174.0% | -36.6% |
| 5Y | +3.2% | +151.5% | -148.3% | -24.7% |
| All | +3.2% | +149.2% | -146.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling