+1,552.5%
PEP vs SPY
+2,945.2%
-1,392.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +2.6% |
| 7D | +6.7% | -4.7% | +11.4% | +9.4% |
| 30D | +13.5% | -5.9% | +19.4% | +17.1% |
| 3M | +3.9% | -4.5% | +8.5% | +6.3% |
| 6M | -6.0% | +1.8% | -7.8% | -7.5% |
| YTD | +2.5% | +8.3% | -5.9% | -2.8% |
| 1Y | +3.9% | +9.3% | -5.4% | -2.0% |
| 3Y | -4.7% | +74.9% | -79.5% | -32.4% |
| 5Y | +1.1% | +67.3% | -66.2% | -27.5% |
| 10Y | +83.8% | +311.6% | -227.7% | -21.6% |
| All | +1,552.5% | +2,945.2% | -1,392.7% | +31.8% |
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