+501.5%
PEP vs SPYG
+535.5%
-34.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.4% |
| 7D | +1.1% | -1.5% | +2.6% | +1.5% |
| 30D | +13.6% | -7.2% | +20.8% | +16.3% |
| 3M | +5.1% | -4.6% | +9.8% | +6.5% |
| 6M | -1.6% | -1.2% | -0.4% | -2.0% |
| YTD | +3.3% | +9.3% | -5.9% | -1.1% |
| 1Y | +3.2% | +8.8% | -5.6% | -1.2% |
| 3Y | -3.9% | +93.3% | -97.2% | -28.0% |
| 5Y | +4.0% | +71.7% | -67.7% | -19.5% |
| 10Y | +90.1% | +399.8% | -309.6% | -2.3% |
| All | +501.5% | +535.5% | -34.0% | +110.5% |
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