+330.2%
PEP vs SPXU
-100.0%
+430.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -18.4% |
| YTD | -1.2% | -29.9% | +28.7% | -6.7% |
| 1Y | -1.6% | -39.1% | +37.5% | -9.3% |
| 3Y | -12.5% | -80.0% | +67.5% | -32.4% |
| 5Y | +3.0% | -86.0% | +89.1% | -20.0% |
| 10Y | +73.9% | -99.5% | +173.4% | -16.8% |
| All | +330.2% | -100.0% | +430.2% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling