+3.9%
PEP vs SPYM
+82.4%
-78.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.8% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.7% | -0.9% | +1.6% | +0.9% |
| 3M | -0.5% | +3.9% | -4.4% | -1.7% |
| 6M | -11.3% | +14.5% | -25.9% | -15.1% |
| YTD | -0.6% | +13.0% | -13.6% | -4.5% |
| 1Y | +1.7% | +19.4% | -17.8% | -4.3% |
| 3Y | -12.5% | +78.9% | -91.3% | -31.0% |
| 5Y | +3.9% | +82.3% | -78.4% | -20.3% |
| All | +3.9% | +82.4% | -78.5% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling