+4.7%
PEP vs SPY
+82.0%
-77.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | -1.1% | +2.0% | -3.1% | -1.7% |
| 6M | -13.5% | +13.0% | -26.5% | -16.7% |
| YTD | -1.2% | +13.5% | -14.7% | -5.1% |
| 1Y | -1.6% | +20.0% | -21.5% | -7.3% |
| 3Y | -12.5% | +77.2% | -89.7% | -30.6% |
| All | +4.7% | +82.0% | -77.3% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling