+75.7%
PEP vs SPYG
+420.3%
-344.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -1.4% | -1.8% | +0.5% | -0.7% |
| 30D | -0.2% | -1.9% | +1.7% | +0.5% |
| 3M | -4.3% | +5.2% | -9.5% | -6.5% |
| 6M | -13.2% | +15.6% | -28.8% | -18.7% |
| YTD | -1.9% | +12.4% | -14.3% | -7.3% |
| 1Y | -0.3% | +17.5% | -17.8% | -7.9% |
| 3Y | -13.6% | +98.1% | -111.7% | -40.2% |
| 5Y | +3.4% | +84.9% | -81.5% | -27.1% |
| All | +75.7% | +420.3% | -344.6% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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