+4.7%
PEP vs SPOT
+107.9%
-103.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +0.2% | +12.5% | -12.3% | +0.1% |
| 3M | -1.1% | +9.9% | -11.0% | -1.3% |
| 6M | -13.5% | +1.6% | -15.0% | -13.6% |
| YTD | -1.2% | -6.6% | +5.4% | -1.2% |
| 1Y | -1.6% | -22.9% | +21.4% | -1.4% |
| 3Y | -12.5% | +244.3% | -256.8% | -16.9% |
| All | +4.7% | +107.9% | -103.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling