+75.7%
PEP vs SPXS
-99.5%
+175.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.3% |
| 7D | -1.4% | +6.4% | -7.7% | -0.2% |
| 30D | -0.2% | +6.0% | -6.2% | +0.9% |
| 3M | -4.3% | -11.6% | +7.3% | -6.2% |
| 6M | -13.2% | -28.7% | +15.5% | -18.0% |
| YTD | -1.9% | -26.3% | +24.4% | -6.6% |
| 1Y | -0.3% | -34.9% | +34.6% | -7.2% |
| 3Y | -13.6% | -79.5% | +65.8% | -33.8% |
| 5Y | +3.4% | -85.9% | +89.3% | -20.7% |
| All | +75.7% | -99.5% | +175.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling