+79.1%
PEP vs SPYM
+316.7%
-237.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +0.3% | -1.4% | +1.7% | +1.0% |
| 3M | -3.2% | +3.7% | -7.0% | -5.4% |
| 6M | -13.6% | +13.0% | -26.6% | -19.6% |
| YTD | -1.9% | +12.5% | -14.3% | -8.6% |
| 1Y | -0.6% | +18.6% | -19.2% | -10.5% |
| 3Y | -13.6% | +78.0% | -91.6% | -40.7% |
| 5Y | +3.2% | +82.3% | -79.1% | -31.4% |
| 10Y | +79.1% | +322.9% | -243.8% | -31.1% |
| All | +79.1% | +316.7% | -237.7% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling