+351.1%
PEP vs SPYM
+819.0%
-467.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | +13.6% | -2.4% | +16.0% | +14.7% |
| 3M | +5.1% | -1.1% | +6.2% | +5.4% |
| 6M | -1.6% | +3.3% | -4.9% | -3.7% |
| YTD | +3.3% | +12.4% | -9.0% | -3.2% |
| 1Y | +3.2% | +12.5% | -9.3% | -3.5% |
| 3Y | -3.9% | +79.1% | -83.0% | -30.6% |
| 5Y | +4.0% | +75.7% | -71.6% | -24.9% |
| 10Y | +90.1% | +313.9% | -223.7% | -11.6% |
| All | +351.1% | +819.0% | -467.9% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling