+94.7%
PEP vs SPMO
+572.4%
-477.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -1.2% |
| 7D | -1.4% | +2.0% | -3.4% | -2.1% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | -1.1% | -1.9% | +0.8% | -1.7% |
| 6M | -13.5% | +25.0% | -38.5% | -22.5% |
| YTD | -1.2% | +26.0% | -27.2% | -12.0% |
| 1Y | -1.6% | +28.7% | -30.2% | -13.4% |
| 3Y | -12.5% | +160.9% | -173.4% | -48.2% |
| 5Y | +3.0% | +147.9% | -144.9% | -37.9% |
| 10Y | +73.9% | +518.9% | -445.0% | -32.4% |
| All | +94.7% | +572.4% | -477.7% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling