-12.5%
PEP vs SPYM
+79.1%
-91.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +0.7% | -0.9% | +1.6% | +0.7% |
| 3M | -0.5% | +3.9% | -4.4% | -0.9% |
| 6M | -11.3% | +14.5% | -25.9% | -12.8% |
| YTD | -0.6% | +13.0% | -13.6% | -2.1% |
| 1Y | +1.7% | +19.4% | -17.8% | -0.9% |
| 3Y | -12.5% | +78.9% | -91.3% | -27.5% |
| All | -12.5% | +79.1% | -91.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPYM 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling