+1,493.6%
PEP vs SPY
+3,091.8%
-1,598.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | -1.1% | +2.0% | -3.1% | -2.4% |
| 6M | -13.5% | +13.0% | -26.5% | -19.5% |
| YTD | -1.2% | +13.5% | -14.7% | -8.4% |
| 1Y | -1.6% | +20.0% | -21.5% | -11.8% |
| 3Y | -12.5% | +77.2% | -89.7% | -38.3% |
| 5Y | +3.0% | +81.9% | -78.8% | -29.4% |
| 10Y | +73.9% | +314.1% | -240.1% | -25.9% |
| All | +1,493.6% | +3,091.8% | -1,598.1% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling