-14.9%
PEP vs SPXU
-79.8%
+64.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.2% |
| 7D | -1.7% | +1.3% | -2.9% | -1.6% |
| 30D | +0.3% | +5.1% | -4.8% | +0.5% |
| 3M | -3.2% | -9.1% | +5.9% | -3.5% |
| 6M | -13.6% | -29.6% | +16.0% | -14.6% |
| YTD | -1.9% | -27.7% | +25.8% | -2.9% |
| 1Y | -0.6% | -37.0% | +36.4% | -2.4% |
| All | -14.9% | -79.8% | +64.9% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling