+66.2%
PEP vs SPOT
+227.0%
-160.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +0.2% | +12.5% | -12.3% | -0.2% |
| 3M | -1.1% | +9.9% | -11.0% | -1.5% |
| 6M | -13.5% | +1.6% | -15.0% | -13.7% |
| YTD | -1.2% | -6.6% | +5.4% | -1.2% |
| 1Y | -1.6% | -22.9% | +21.4% | -0.9% |
| 3Y | -12.5% | +244.3% | -256.8% | -19.1% |
| 5Y | +3.0% | +117.8% | -114.8% | -4.0% |
| All | +66.2% | +227.0% | -160.7% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling