-3.4%
PEP vs SPOT
+260.4%
-263.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.1% | +2.3% |
| 7D | +2.9% | +1.6% | +1.3% | +2.9% |
| 30D | +12.5% | +16.9% | -4.4% | +12.9% |
| 3M | +4.5% | +23.0% | -18.4% | +5.1% |
| 6M | -0.5% | +42.2% | -42.7% | +0.8% |
| YTD | +4.4% | +5.5% | -1.1% | +4.2% |
| 1Y | +4.4% | -5.1% | +9.4% | +3.5% |
| 3Y | -3.4% | +257.9% | -261.3% | +3.8% |
| All | -3.4% | +260.4% | -263.8% | +3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling