-0.3%
PEP vs SPXS
-35.8%
+35.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -1.7% | +1.2% | -2.9% | -1.8% |
| 30D | +0.3% | +5.2% | -4.9% | -0.1% |
| 3M | -3.2% | -9.2% | +5.9% | -2.5% |
| 6M | -13.6% | -29.6% | +16.0% | -11.8% |
| YTD | -1.9% | -27.6% | +25.8% | -0.5% |
| All | -0.3% | -35.8% | +35.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling