+344.7%
PEP vs SPXU
-100.0%
+444.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.0% |
| 7D | -0.3% | -9.4% | +9.0% | -2.0% |
| 30D | +11.8% | +7.4% | +4.3% | +13.4% |
| 3M | +3.7% | +6.2% | -2.5% | +5.1% |
| 6M | -4.3% | -7.2% | +2.9% | -5.1% |
| YTD | +2.1% | -26.8% | +28.9% | -2.6% |
| 1Y | +2.5% | -26.3% | +28.8% | -2.0% |
| 3Y | -5.0% | -80.6% | +75.6% | -27.3% |
| 5Y | +2.9% | -83.6% | +86.4% | -17.4% |
| 10Y | +87.9% | -99.5% | +187.4% | -9.4% |
| All | +344.7% | -100.0% | +444.7% | +29.0% |
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 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