+105.8%
PEP vs SPMO
+495.2%
-389.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | +2.9% | +6.3% | -3.4% | +0.8% |
| 30D | +12.5% | -8.9% | +21.4% | +15.5% |
| 3M | +4.5% | -13.2% | +17.8% | +8.9% |
| 6M | -0.5% | -9.3% | +8.8% | +0.5% |
| YTD | +4.4% | +11.6% | -7.1% | -3.7% |
| 1Y | +4.4% | +13.4% | -9.0% | -4.5% |
| 3Y | -3.4% | +122.9% | -126.3% | -39.5% |
| 5Y | +5.2% | +113.9% | -108.8% | -33.3% |
| 10Y | +92.1% | +460.5% | -368.4% | -23.1% |
| All | +105.8% | +495.2% | -389.4% | -19.0% |
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