+475.1%
PEP vs SPYG
+564.9%
-89.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +0.2% | -0.4% | +0.7% | +0.4% |
| 3M | -1.1% | +0.5% | -1.7% | -1.7% |
| 6M | -13.5% | +17.5% | -30.9% | -18.9% |
| YTD | -1.2% | +14.3% | -15.5% | -6.6% |
| 1Y | -1.6% | +21.7% | -23.3% | -9.4% |
| 3Y | -12.5% | +98.6% | -111.1% | -34.8% |
| 5Y | +3.0% | +85.1% | -82.1% | -22.3% |
| 10Y | +73.9% | +412.0% | -338.1% | -11.1% |
| All | +475.1% | +564.9% | -89.8% | +98.8% |
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