+507.7%
PEP vs SPYG
+528.0%
-20.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | +2.9% | +2.3% | +0.6% | +2.0% |
| 30D | +12.5% | -6.5% | +19.0% | +14.9% |
| 3M | +4.5% | -6.8% | +11.4% | +6.7% |
| 6M | -0.5% | -3.1% | +2.7% | -0.2% |
| YTD | +4.4% | +8.0% | -3.6% | +0.3% |
| 1Y | +4.4% | +10.2% | -5.9% | -0.6% |
| 3Y | -3.4% | +91.0% | -94.4% | -27.3% |
| 5Y | +5.2% | +67.7% | -62.6% | -18.0% |
| 10Y | +92.1% | +393.9% | -301.8% | -0.9% |
| All | +507.7% | +528.0% | -20.3% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling