+3.0%
PEP vs SPXU
-83.3%
+86.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.3% |
| 7D | +4.6% | +0.5% | +4.1% | +4.8% |
| 30D | +14.0% | +10.9% | +3.1% | +15.2% |
| 3M | +5.4% | +9.6% | -4.2% | +6.4% |
| 6M | -5.1% | -4.7% | -0.5% | -5.3% |
| YTD | +3.1% | -24.6% | +27.7% | +0.8% |
| 1Y | +4.8% | -24.7% | +29.5% | +2.4% |
| 3Y | -4.1% | -80.0% | +75.9% | -19.4% |
| 5Y | +3.0% | -83.5% | +86.4% | -11.6% |
| All | +3.0% | -83.3% | +86.3% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling