+3.2%
PEP vs SPOT
-1.8%
+5.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +1.1% | -3.0% | +4.0% | +1.2% |
| 30D | +13.6% | +15.2% | -1.6% | +12.9% |
| 3M | +5.1% | +21.6% | -16.5% | +4.4% |
| 6M | -1.6% | +45.2% | -46.8% | -2.0% |
| YTD | +3.3% | +4.9% | -1.5% | +1.7% |
| 1Y | +3.2% | -4.8% | +8.0% | +3.7% |
| All | +3.2% | -1.8% | +5.1% | +3.7% |
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