+357.0%
PEP vs SPXS
-100.0%
+457.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.4% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +0.2% | +0.8% | -0.6% | +0.4% |
| 3M | -1.1% | -4.7% | +3.6% | -1.7% |
| 6M | -13.5% | -29.6% | +16.1% | -18.3% |
| YTD | -1.2% | -29.8% | +28.6% | -6.6% |
| 1Y | -1.6% | -38.9% | +37.4% | -9.2% |
| 3Y | -12.5% | -79.6% | +67.1% | -31.7% |
| 5Y | +3.0% | -85.9% | +89.0% | -19.3% |
| 10Y | +73.9% | -99.5% | +173.4% | -14.3% |
| All | +357.0% | -100.0% | +457.0% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling