+79.1%
PEP vs SPXU
-99.5%
+178.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.0% |
| 7D | -1.7% | +1.3% | -2.9% | -1.5% |
| 30D | +0.3% | +5.1% | -4.8% | +1.3% |
| 3M | -3.2% | -9.1% | +5.9% | -4.7% |
| 6M | -13.6% | -29.6% | +16.0% | -18.5% |
| YTD | -1.9% | -27.7% | +25.8% | -6.9% |
| 1Y | -0.6% | -37.0% | +36.4% | -8.0% |
| 3Y | -13.6% | -80.2% | +66.6% | -34.3% |
| 5Y | +3.2% | -86.0% | +89.2% | -20.8% |
| 10Y | +79.1% | -99.5% | +178.6% | -21.8% |
| All | +79.1% | -99.5% | +178.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling