+3.5%
PEP vs SPOT
-1.8%
+5.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +1.0% | +2.5% | -1.5% | +0.9% |
| 30D | +12.6% | +15.1% | -2.5% | +11.9% |
| 3M | +3.1% | +24.8% | -21.6% | +2.4% |
| 6M | -6.3% | +45.8% | -52.1% | -6.7% |
| YTD | +1.9% | +4.9% | -3.0% | +0.9% |
| All | +3.5% | -1.8% | +5.3% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling