-3.4%
PEP vs SPXS
-80.3%
+76.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.3% |
| 7D | +2.9% | -7.5% | +10.4% | +2.8% |
| 30D | +12.5% | +5.3% | +7.2% | +12.6% |
| 3M | +4.5% | +9.7% | -5.2% | +4.7% |
| 6M | -0.5% | -4.6% | +4.1% | -0.6% |
| YTD | +4.4% | -25.8% | +30.2% | +3.6% |
| 1Y | +4.4% | -28.8% | +33.1% | +3.4% |
| 3Y | -3.4% | -80.2% | +76.8% | -12.9% |
| All | -3.4% | -80.3% | +76.9% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling