+76.6%
PEP vs SPY
+311.3%
-234.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | +0.7% | -0.9% | +1.6% | +1.1% |
| 3M | -0.5% | +3.9% | -4.4% | -2.8% |
| 6M | -11.3% | +14.5% | -25.8% | -18.1% |
| YTD | -0.6% | +12.9% | -13.5% | -7.6% |
| 1Y | +1.7% | +19.4% | -17.7% | -8.7% |
| 3Y | -12.5% | +78.5% | -90.9% | -40.1% |
| 5Y | +3.9% | +81.8% | -77.9% | -30.9% |
| 10Y | +76.6% | +311.5% | -234.9% | -34.1% |
| All | +76.6% | +311.3% | -234.7% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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