+67.2%
PEP vs SPOT
+218.6%
-151.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | +0.1% | -2.9% | +2.9% | +0.2% |
| 30D | +0.7% | +8.3% | -7.6% | +0.4% |
| 3M | -0.5% | +5.1% | -5.6% | -0.8% |
| 6M | -11.3% | -6.5% | -4.8% | -11.3% |
| YTD | -0.6% | -9.0% | +8.4% | -0.5% |
| 1Y | +1.7% | -26.4% | +28.1% | +2.5% |
| 3Y | -12.5% | +240.0% | -252.5% | -19.1% |
| 5Y | +3.9% | +111.7% | -107.8% | -3.1% |
| All | +67.2% | +218.6% | -151.4% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling