+3.9%
PEP vs SPXS
-85.9%
+89.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.7% |
| 7D | +0.1% | -1.5% | +1.6% | 0.0% |
| 30D | +0.7% | +3.7% | -3.0% | +1.0% |
| 3M | -0.5% | -9.6% | +9.1% | -1.3% |
| 6M | -11.3% | -32.4% | +21.1% | -14.4% |
| YTD | -0.6% | -28.7% | +28.1% | -3.5% |
| 1Y | +1.7% | -38.1% | +39.7% | -2.7% |
| 3Y | -12.5% | -80.1% | +67.6% | -26.1% |
| 5Y | +3.9% | -85.9% | +89.8% | -12.3% |
| All | +3.9% | -85.9% | +89.8% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling